INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889): Difference between revisions

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scientific article; zbMATH DE number 7357672

Language	Label	Description	Also known as
English	INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS	scientific article; zbMATH DE number 7357672

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scholarly article

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INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (English)

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Giovanni Mellace

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Econometric Theory

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publication date

11 June 2021

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zbMATH Keywords

instrumental variable model

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS

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ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS

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The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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On optimal inference in the linear IV model

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Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression

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Testing with many weak instruments

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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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Instrumental variable estimation based on grouped data

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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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Empirical likelihood estimation and consistent tests with conditional moment restrictions

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A more powerful subvector Anderson Rubin test in linear instrumental variables regression

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On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression

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GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION

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Instrumental variable estimation with heteroskedasticity and many instruments

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Estimating Outcome Distributions for Compliers in Instrumental Variables Models

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Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

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Testing Parameters in GMM Without Assuming that They Are Identified

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Hahn-Hausman test as a specification test

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Tests with correct size when instruments can be arbitrarily weak

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Generalized Method of Moments With Many Weak Moment Conditions

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Structural inference from reduced forms with many instruments

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Instrumental Variables Regression with Weak Instruments

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Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments

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On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments

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full work available at URL

https://doi.org/10.1017/s026646662000016x

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Identifiers

zbMATH Open document ID

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10.1017/S026646662000016X

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:4993889

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