{"created":"2021-03-01T07:01:51.924302+00:00","id":42032,"links":{},"metadata":{"_buckets":{"deposit":"bfd0fab4-2bfb-429f-b9c8-b672135fab4d"},"_deposit":{"id":"42032","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42032"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042032","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2008-01","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-542","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"We consider the estimation of the coefficients of a linear structural equation in a simultaneous equation system when there are many instrumental variables. We derive some asymptotic properties of the limited information maximum likelihood (LIML) estimator when the number of instruments is large; some of these results are new and we relate them to results in some recent studies. We have found that the variance of the LIML estimator and its modifications often attain the asymptotic lower bound when the number of instruments is large and the disturbance terms are not necessarily normally distributed, that is, for the micro-econometric models with many instruments","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2008/2008cf542ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"335","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"Stanford University"},{"subitem_text_value":"University of Tokyo"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Anderson, T. W."}],"nameIdentifiers":[{"nameIdentifier":"96738","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Kunitomo, Naoto"}],"nameIdentifiers":[{"nameIdentifier":"96739","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Matsushita, Yukitoshi"}],"nameIdentifiers":[{"nameIdentifier":"96740","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"JEL Classifcation : C13, C30","subitem_subject_scheme":"Other"},{"subitem_subject":"Structural Equation","subitem_subject_scheme":"Other"},{"subitem_subject":"Simultaneous Equations System","subitem_subject_scheme":"Other"},{"subitem_subject":"Many Instruments","subitem_subject_scheme":"Other"},{"subitem_subject":"Limited","subitem_subject_scheme":"Other"},{"subitem_subject":"Information Maximum Likelihood","subitem_subject_scheme":"Other"},{"subitem_subject":"Asymptotic Optimality","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-05-31"},"publish_date":"2013-05-31","publish_status":"0","recid":"42032","relation_version_is_last":true,"title":["On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:13:42.331385+00:00"}