{"created":"2021-03-01T07:02:15.600953+00:00","id":42377,"links":{},"metadata":{"_buckets":{"deposit":"ae8eba3c-57f3-4a12-a6c9-2cab009d62d9"},"_deposit":{"id":"42377","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42377"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042377","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2005-02","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"CIRJE-F-321","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 a coefficient 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 a generalized method of moments (GMM) (or the estimating equation) estimator. Tables and figures are given for enough values of the parameters to cover most of interest. We have found that the LIML estimator has good performance when the number of instruments is large, that is, the micro-econometric models with many instruments or many weak instruments in the terminology of recent econometric literatures. We give a new result on the asymptotic optimality of the LIML estimator when the number of instruments is large.","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/2005/2005cf321ab.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":"330","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":"97568","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Kunitomo, Naoto"}],"nameIdentifiers":[{"nameIdentifier":"97569","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Matsushita, Yukitoshi"}],"nameIdentifiers":[{"nameIdentifier":"97570","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":"Maximum Empirical Likelihood","subitem_subject_scheme":"Other"},{"subitem_subject":"Generalized Method of Moments","subitem_subject_scheme":"Other"},{"subitem_subject":"Microeconometric Models with Many Instruments","subitem_subject_scheme":"Other"},{"subitem_subject":"Limited Infromation Maximum Likelihood","subitem_subject_scheme":"Other"},{"subitem_subject":"JEL Classification Numbers: C13, C30","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":"A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2013-06-03"},"publish_date":"2013-06-03","publish_status":"0","recid":"42377","relation_version_is_last":true,"title":["A New Light from Old Wisdoms : Alternative Estimation Methods of Simultaneous Equations and Microeconometric Models"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:17:35.465283+00:00"}