3 search results - page 1 / 1 » Factor-GMM estimation with large sets of possibly weak instr... |
CSDA
2010
13 years 5 months ago
2010
This paper analyses the use of factor analysis for instrumental variable estimation when the number of instruments tends to infinity. We consider cases where the unobserved factor...
IPPS
2002
IEEE
13 years 10 months ago
2002
IEEE
As Data Grids become more commonplace, large data sets are being replicated and distributed to multiple sites, leading to the problem of determining which replica can be accessed ...
AUTOMATICA
2010
13 years 5 months ago
2010
Linear System Identification yields a nominal model parameter, which minimizes a specific criterion based on the single inputoutput data set. Here we investigate the utility of va...