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A Shrinkage Instrumental Variable Estimator for Large Datasets. (2008). Marcellino, Massimiliano ; Carriero, Andrea ; Kapetanios, George.
In: Working Papers.
RePEc:qmw:qmwecw:wp626.

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  15. Phillips, P. C. B. (1983): âExact Small Sample Theory in the Simultaneous Equations Model,â in Handbook of Econometrics, Vol. I, ed. by Z. Griliches, and M. D. Intriligator, p. 449516. Amsterdam: North-Holland.

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  5. A Specification Test for Instrumental Variables Regression with Many Instruments. (2009). Okui, Ryo ; Lee, Yoonseok.
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  14. Estimation and Inference by the Method of Projection Minimum Distance. (2007). Kozicki, Sharon ; Jorda, Oscar.
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