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dc.contributor.authorKAPETANIOS, George
dc.contributor.authorMARCELLINO, Massimiliano
dc.date.accessioned2011-02-25T15:53:56Z
dc.date.available2011-02-25T15:53:56Z
dc.date.issued2010-01-01
dc.identifier.citationComputational Statistics and Data Analysis, 2010, 54, 11, 2655-2675en
dc.identifier.issn0167-9473
dc.identifier.urihttp://hdl.handle.net/1814/15819
dc.description.abstractThe use of factor analysis for instrumental variable estimation when the number of instruments tends to infinity is analysed. In particular, the focus is on situations where many weak instruments exist and/or the factor structure is weak. Theoretical results, simulation experiments and empirical applications highlight the relevance of Factor-GMM estimation, which is also easily implemented.en
dc.language.isoenen
dc.relation.ispartofComputational Statistics and Data Analysisen
dc.titleFactor-GMM Estimation with Large Sets of Possibly Weak Instrumentsen
dc.typeArticleen
dc.neeo.contributorKAPETANIOS|George|aut|
dc.neeo.contributorMARCELLINO|Massimiliano|aut|EUI70008
dc.identifier.volume54en
dc.identifier.startpage2655en
dc.identifier.endpage2675en


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