{"created":"2021-03-01T07:01:53.291271+00:00","id":42052,"links":{},"metadata":{"_buckets":{"deposit":"8acfa169-4379-4146-9b65-7c4d00ef3cef"},"_deposit":{"id":"42052","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42052"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042052","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-577","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 compare four different estimation methods for the coefficients of a linear structural equation with instrumental variables. As the classical methods we consider the limited information maximum likelihood (LIML) estimator and the two-stage least squares (TSLS) estimator, and as the semi-parametric estimation methods we consider the maximum empirical likelihood (MEL) estimator and the generalized method of moments (GMM) (or the estimating equation) estimator. Tables and figures of the distribution functions of four estimators are given for enough values of the parameters to cover most linear models of interest and we include some heteroscedastic cases and nonlinear cases. We have found that the LIML estimator has good performance in terms of the bounded loss functions and probabilities when the number of instruments is large, that is, the micro-econometric models with \"many instruments\" in the terminology of recent econometric literature.","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/2008/2008cf577ab.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":"96778","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Kunitomo, Naoto"}],"nameIdentifiers":[{"nameIdentifier":"96779","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Matsushita, Yukitoshi"}],"nameIdentifiers":[{"nameIdentifier":"96780","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Finite Sample Properties","subitem_subject_scheme":"Other"},{"subitem_subject":"Empirical Likelihood","subitem_subject_scheme":"Other"},{"subitem_subject":"GMM","subitem_subject_scheme":"Other"},{"subitem_subject":"Simultaneous Equations with Many Instruments","subitem_subject_scheme":"Other"},{"subitem_subject":"Limited Information Maximum Likelihood","subitem_subject_scheme":"Other"},{"subitem_subject":"Nonlinear LIML","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 Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with 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":"42052","relation_version_is_last":true,"title":["On Finite Sample Properties of Alternative Estimators of Coefficients in a Structural Equation with Many Instruments"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T05:04:22.532022+00:00"}