Optimal Instruments is a methodological framework in econometrics that belongs to the class of estimation techniques within the Generalized Method of Moments, distinguished by its specification of instrument sets that minimize the asymptotic variance of parameter estimators, thereby achieving maximum efficiency under given model conditions.
81
Publications
5.6K
Citations
133
Authors
78
Institutions
Publications per year
2017–2026
8
Publications
81
Efficient Instrumental Variables Estimation of Nonlinear Models
Whitney K. Newey · Econometrica · 1990 · 362 citations
Microeconometrics methods and applications
2005 · 343 citations
1–5 of 81
Authors
133
- GMGuido M. Kuersteiner
University of Maryland, College Park, United States
4 publications · 136 citations
4
h-index
- CH
3
h-index
- AB
3
h-index
- VCVictor Chernozhukov
Massachusetts Institute of Technology, United States
3 publications · 183 citations
3
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- KD
3
h-index
1–5 of 133
Institutions
78
University of Wisconsin–Madison
Madison, United States
4 h-index
4 publications
298 citations
University of Pennsylvania
Philadelphia, United States
3 h-index
5 publications
479 citations
New Economic School
Moscow, Russia
3 h-index
3 publications
110 citations
Boston University
Boston, United States
2 h-index
2 publications
20 citations
Michigan State University
East Lansing, United States
2 h-index
2 publications
137 citations
Queen Mary University of London
London, United Kingdom
2 h-index
3 publications
66 citations
Harvard University Press
Cambridge, United States
2 h-index
3 publications
792 citations
Xiamen University
Xiamen, China
2 h-index
3 publications
88 citations
1–8 of 78
Venues
- Econometrica
8 publications · 2.1K citations
8
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- SSRN Electronic Journal
Repository · 6 publications · 205 citations
6
h-index
- Journal of Econometrics
6 publications · 258 citations
6
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- Econometric Theory
5 publications · 302 citations
5
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- Journal of Business and Economic Statistics
JBES · 5 publications · 150 citations
5
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1–5