Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497): Difference between revisions

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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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+VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
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+ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP
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+Are ``nearly exogenous instruments'' reliable?
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+Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics
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+Q4124103
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+ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
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+GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
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+The large sample behaviour of the generalized method of moments estimator in misspecified models
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+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
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+Generalized method of moments specification testing
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+Subsampling
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+GMM with Weak Identification
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+On the asymptotic properties of the jackknife histogram
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+Berry-Esseen bound for a sample sum from a finite set of independent random variables
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