Stein-like 2SLS estimator
Author:
Affiliation:
1. Department of Economics, University of Wisconsin, Madison, Wisconsin, USA
Funder
National Science Foundation
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/07474938.2017.1307579
Reference22 articles.
1. A Family of Minimax Estimators of the Mean of a Multivariate Normal Distribution
2. The Focused Information Criterion
3. Choosing the Number of Instruments
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