OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE (Q3181948): Difference between revisions

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+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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+Choosing the Number of Instruments
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+Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
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+Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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+Identification and Inference for Econometric Models
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+Instrumental Variables Regression with Weak Instruments
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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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+Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
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+A Conditional Likelihood Ratio Test for Structural Models
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+Random Effects Estimators with many Instrumental Variables
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+Asymptotic Statistics
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+Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
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+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
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+OPTIMAL INFERENCE WITH MANY INSTRUMENTS
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+Asymptotically uniformly most powerful tests in parametric and semiparametric models
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+Some Properties of a Modification of the Limited Information Estimator
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+Defining the curvature of a statistical problem (with applications to second order efficiency)
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+Consistent Estimation with a Large Number of Weak Instruments
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+Alternative Approximations to the Distributions of Instrumental Variable Estimators
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