{"created":"2021-03-01T07:01:53.224262+00:00","id":42051,"links":{},"metadata":{"_buckets":{"deposit":"fc9b59ec-c953-46c9-a77d-d8e9b73c1a4f"},"_deposit":{"id":"42051","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42051"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042051","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2008-07","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-576","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 coefficients of a structural equation with many instrumental variables in a simultaneous equation system. We propose a class of modifications of the limited information maximum likelihood (MLIML) estimator for improving its asymptotic properties as well as the small sample properties with many instruments and persistent heteroscedasticity. We show that the MLIML estimator improves the LIML estimator and we relate a particular MLIML estimator with the HLIM (or JLIML) estimation. We also give a set of sufficient conditions for an asymptotic optimality when the number of instruments is large with persistent heteroscedasticity. Our method can be extended to the generalized LIML (GLIML) estimation.","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/2008/2008cf576ab.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":"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":"Kunitomo, Naoto"}],"nameIdentifiers":[{"nameIdentifier":"96777","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Estimation of Structural Equation","subitem_subject_scheme":"Other"},{"subitem_subject":"Simultaneous Equations","subitem_subject_scheme":"Other"},{"subitem_subject":"Many Instruments","subitem_subject_scheme":"Other"},{"subitem_subject":"Persistent Heteroscedasticity","subitem_subject_scheme":"Other"},{"subitem_subject":"MLIML","subitem_subject_scheme":"Other"},{"subitem_subject":"JLIML","subitem_subject_scheme":"Other"},{"subitem_subject":"GLIML","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":"Improving the LIML Estimation with Many Instruments and Persistent Heteroscedasticity","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Improving the LIML Estimation with Many Instruments and Persistent Heteroscedasticity"}]},"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":"42051","relation_version_is_last":true,"title":["Improving the LIML Estimation with Many Instruments and Persistent Heteroscedasticity"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:21.322613+00:00"}