Pages that link to "Item:Q3284260"
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The following pages link to The Estimation of Economic Relationships using Instrumental Variables (Q3284260):
Displaying 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Origins of the limited information maximum likelihood and two-stage least squares estimators (Q262789) (← links)
- A discontinuity test for identification in triangular nonseparable models (Q284307) (← links)
- Instrumental variable estimation based on conditional median restriction (Q289158) (← links)
- A joint serial correlation test for linear panel data models (Q295708) (← links)
- Efficient forecast tests for conditional policy forecasts (Q299222) (← links)
- A test of cross section dependence for a linear dynamic panel model with regressors (Q301972) (← links)
- A cautionary note on tests of overidentifying restrictions (Q433204) (← links)
- Specification tests and tests for overidentifying restrictions in panel data models with selection (Q433714) (← links)
- Minimum distance estimation of the errors-in-variables model using linear cumulant equations (Q473243) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Underidentification? (Q528042) (← links)
- Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Recursive instrumental variable estimation of simultaneous equations with autoregressive disturbances (Q579812) (← links)
- Probability distributions with summary graph structure (Q638759) (← links)
- Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
- Hahn-Hausman test as a specification test (Q738140) (← links)
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- Estimating structural equation models using James-Stein type shrinkage estimators (Q823861) (← links)
- Covariance chains (Q882884) (← links)
- Instrument endogeneity and identification-robust tests: some analytical results (Q928899) (← links)
- Instrumental variable estimator for the nonlinear errors-in-variables model (Q1067737) (← links)
- A method for calculating bounds on the asymptotic covariance matrices of generalized method of moments estimators (Q1073525) (← links)
- Generalized method of moments specification testing (Q1084826) (← links)
- A reinterpretation of the tests of overidentifying restrictions (Q1126482) (← links)
- Recursive estimation of simultaneous equation models (Q1166881) (← links)
- Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors (Q1194033) (← links)
- Maximum entropy estimation of density and regression functions (Q1209897) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- Errors in variables in simultaneous equation models (Q1236863) (← links)
- Estimation in choice-based sampling with measurement error and bootstrap analysis (Q1361997) (← links)
- Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (Q1367140) (← links)
- Testing multiple equation systems for common nonlinear components (Q1379913) (← links)
- Discriminating between (in)valid external instruments and (in)valid exclusion restrictions (Q1669834) (← links)
- International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← links)
- Minimum distance approach to inference with many instruments (Q1745618) (← links)
- Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case (Q1787418) (← links)
- Specification tests based on MCMC output (Q1792489) (← links)
- Finite-sample properties of the instrumental-variables estimator for dynamic simultaneous-equation subsystems with ARMA disturbances (Q1820540) (← links)
- Financial econometrics: Past developments and future challenges (Q1841086) (← links)
- The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems (Q1845606) (← links)
- On testing overidentifying restrictions in dynamic panel data models (Q1852907) (← links)
- The MM, ME, ML, EL, EF and GMM approaches to estimation: a synthesis. (Q1858925) (← links)
- Inference on the cointegration rank in fractionally integrated processes. (Q1858968) (← links)
- Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India (Q1867761) (← links)
- Testing production functions used in empirical growth studies (Q1927454) (← links)
- A characterization of invariant tests for identification in linear structural equations (Q1934684) (← links)
- The role of foreign direct investment and labor productivity in explaining Croatian regional export dynamics (Q1999539) (← links)
