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Optimal Estimation with Complete Subsets of Instruments

https://doi.org/10.2139/ssrn.3290044
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12/12 checkable references clean · checked 2026-08-27

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

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The 12 checked references that resolve
resolves10.3982/ecta7444
Constructing Optimal Instruments by First-Stage Prediction Averaging
resolves10.1214/aos/1176350486
Asymptotic Optimality for $C_p, C_L$, Cross-Validation and Generalized Cross-Validation: Discrete Index Set
resolves10.2307/1909352
The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
resolves10.2307/2938351
Efficient Instrumental Variables Estimation of Nonlinear Models
resolves10.1016/s0304-4076(97)00011-0
Convergence rates and asymptotic normality for series estimators
resolves10.1016/0024-3795(79)90089-2
Trace inequalities involving Hermitian matrices
resolves10.1111/j.1468-0084.2008.00541.x
A Simple Explanation of the Forecast Combination Puzzle*
resolves10.1002/for.928
Combination forecasts of output growth in a seven‐country data set
resolves10.1080/01621459.2017.1319839
Estimation and Inference of Heterogeneous Treatment Effects using Random Forests
resolves10.1137/1105028
Bounds for the Moments of Linear and Quadratic Forms in Independent Variables
resolves10.1080/01621459.2015.1115762
Optimal Model Averaging Estimation for Generalized Linear Models and Generalized Linear Mixed-Effects Models
resolves10.1016/j.jeconom.2017.05.021
Spatial weights matrix selection and model averaging for spatial autoregressive models
The 1 reference without a DOI — listed, not checked
no DOI — not checkedref2
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