Minimum distance approach to inference with many instruments (Q1745618): Difference between revisions

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+Instrumental variables estimation and inference in the presence of many exogenous regressors
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+SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS
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+On the asymptotic optimality of the LIML estimator with possibly many instruments
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+Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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+Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
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+Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
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+The Interpretation of Instrumental Variables Estimators in Simultaneous Equations Models with an Application to the Demand for Fish
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+Two-Stage Least Squares Estimation of Average Causal Effects in Models with Variable Treatment Intensity
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+Panel Data Econometrics
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+Alternative Approximations to the Distributions of Instrumental Variable Estimators
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+Jackknife instrumental variable estimation with heteroskedasticity
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+Sparse Models and Methods for Optimal Instruments With an Application to Eminent Domain
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+A regularization approach to the many instruments problem
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+Optimal inference for instrumental variables regression with non-Gaussian errors
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+Multivariate regression models for panel data
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+Decision Theory Applied to an Instrumental Variables Model
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+Random Effects Estimators with many Instrumental Variables
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+Decision Theory Applied to a Linear Panel Data Model
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+Testing overidentifying restrictions with many instruments and heteroskedasticity
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+Consistent Estimation with a Large Number of Weak Instruments
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+ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
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+OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
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+Choosing the Number of Instruments
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+Q4001812
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+A Minimum-Distance Interpretation of Limited-Information Estimation
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+OPTIMAL INFERENCE WITH MANY INSTRUMENTS
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+Instrumental variable estimation with heteroskedasticity and many instruments
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+Identification and Estimation of Local Average Treatment Effects
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+Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
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+The incidental parameter problem since 1948
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+Orthogonal Parameters and Panel Data
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+Hahn-Hausman test as a specification test
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+The Elimination Matrix: Some Lemmas and Applications
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+A Conditional Likelihood Ratio Test for Structural Models
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+Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
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+The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
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+Consistent Estimates Based on Partially Consistent Observations
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+MANY INSTRUMENTS ASYMPTOTIC APPROXIMATIONS UNDER NONNORMAL ERROR DISTRIBUTIONS
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+Q4279307
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+Publication:1745618