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Stein-like 2SLS estimator

Hansen, BE

Hansen, BE (reprint author), Univ Wisconsin, Dept Econ, 1180 Observ Dr, Madison, WI 53706 USA.

ECONOMETRIC REVIEWS, 2017; 36 (6-9): 840

Abstract

Maasoumi(1978) proposed a Stein-like estimator for simultaneous equations and showed that his Stein shrinkage estimator has bounded finite sample risk......

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