Pages that link to "Item:Q3711459"
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The following pages link to Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size (Q3711459):
Displayed 43 items.
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← links)
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Testing with many weak instruments (Q277151) (← links)
- Instrumental variable estimation in functional linear models (Q494183) (← links)
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- Editorial. Moment restriction-based econometric methods: an overview (Q738038) (← links)
- Properties of the CUE estimator and a modification with moments (Q738045) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
- Hahn-Hausman test as a specification test (Q738140) (← links)
- A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics (Q756349) (← links)
- Cross-sectional averaging and instrumental variable estimation with many weak instruments (Q991338) (← links)
- Choosing the optimal set of instruments from large instrument sets (Q1010397) (← links)
- A maximum likelihood method for the incidental parameter problem (Q1043759) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Minimum distance approach to inference with many instruments (Q1745618) (← links)
- Modified three-stage least squares estimator which is third-order efficient (Q1801420) (← links)
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
- A jackknife interpretation of the continuous updating estimator (Q1978760) (← links)
- Approximate least squares estimation for spatial autoregressive models with covariates (Q2008130) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
- The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
- Second-order refinements for \(t\)-ratios with many instruments (Q2682953) (← links)
- OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE (Q3181948) (← links)
- ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (Q3224038) (← links)
- YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS (Q3408525) (← links)
- MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS (Q3557553) (← links)
- ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS (Q4637609) (← links)
- Two-Stage Least Squares Estimation of Spatial Autoregressive Models with Endogenous Regressors and Many Instruments (Q5080588) (← links)
- Instrumental variable estimation of factor models with possibly many variables (Q5085967) (← links)
- Adaptive <i>k</i>-class estimation in high-dimensional linear models (Q5086364) (← links)
- THE ASYMPTOTIC PROPERTIES OF THE SYSTEM GMM ESTIMATOR IN DYNAMIC PANEL DATA MODELS WHEN BOTH <i>N</i> AND <i>T</i> ARE LARGE (Q5255877) (← links)
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
- Jackknife estimation of a cluster-sample IV regression model with many weak instruments (Q6108326) (← links)