Inference in regression models with many regressors (Q528054): Difference between revisions

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+Alternative Approximations to the Distributions of Instrumental Variable Estimators
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+Conflict among Criteria for Testing Hypotheses in the Multivariate Linear Regression Model
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+Empirical likelihood estimation and consistent tests with conditional moment restrictions
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+Conflict Among the Criteria Revisited; The W, LR and LM Tests
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+Consistent Specification Testing Via Nonparametric Series Regression
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+Asymptotic properties of bridge estimators in sparse high-dimensional regression models
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+On the asymptotic distribution of the Moran \(I\) test stastistic with applications
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+GMM inference when the number of moment conditions in large
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+Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
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+A well-conditioned estimator for large-dimensional covariance matrices
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+All Invariant Moments of the Wishart Distribution
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+Generalized Method of Moments With Many Weak Moment Conditions
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+Asymptotic Formulas for Significance Levels of Certain Distributions
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+Asymptotic behavior of M estimators of p regression parameters when \(p^ 2/n\) is large. II: Normal approximation
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+Q3703102
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+Strong convergence of the empirical distribution of eigenvalues of large dimensional random matrices
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+Empirical Bayes regression analysis with many regressors but fewer observations
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+Publication:528054