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Showing 1 to 1 of 1 for “"Estimation theory--Asymptotic theory"”.
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Essays on average treatment effects
… endogenous variables. I find that the relative asymptotic efficiency between two-step Heckit and single-step LIML cannot be determined in general. However, the relative efficiency of single-step LIML with respect to two-step Heckit is decreasing as the sample size increases, implying that if the …