Pages that link to "Item:Q5788954"

The following pages link to Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations (Q5788954):

Displaying 50 items.

• Identification and inference in two-pass asset pricing models (Q1656372) (← links)
• Simple many-instruments robust standard errors through concentrated instrumental variables (Q1668631) (← links)
• Minimum distance approach to inference with many instruments (Q1745618) (← links)
• On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
• On testing hypotheses in simultaneous equation models (Q1843139) (← links)
• The iterative instrumental variables method and the full information maximum likelihood method for estimating interdependent systems (Q1845606) (← links)
• The graph of the k-class estimator. An algebraic and statistical interpretation (Q1847130) (← links)
• Reduced rank regression in cointegrated models. (Q1858914) (← links)
• Identifying restrictions of linear equations with applications to simultaneous equations and cointegration (Q1899243) (← links)
• A note on the relation between local power and robustness to misspecification (Q1925698) (← links)
• An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
• A characterization of invariant tests for identification in linear structural equations (Q1934684) (← links)
• Conceptual frameworks and experimental design in simultaneous equations (Q1934847) (← links)
• Are ``nearly exogenous instruments'' reliable? (Q1934899) (← links)
• Robust uniform inference for quantile treatment effects in regression discontinuity designs (Q2000878) (← links)
• Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
• Macroeconomic shocks and Okun's law (Q2036925) (← links)
• Inequality, poverty and the composition of redistribution (Q2103593) (← links)
• Time-invariant restrictions of volatility functionals: efficient estimation and specification tests (Q2182138) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• Inference in second-order identified models (Q2227050) (← links)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
• Inference in structural vector autoregressions identified with an external instrument (Q2236882) (← links)
• Projection-based inference with particle swarm optimization (Q2246616) (← links)
• The limited information maximum likelihood approach to dynamic panel structural equation models (Q2255166) (← links)
• On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
• Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← links)
• Two-sample instrumental variable analyses using heterogeneous samples (Q2325638) (← links)
• Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
• Structural inference from reduced forms with many instruments (Q2398603) (← links)
• A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465) (← links)
• Estimation uncertainty in structural inflation models with real wage rigidities (Q2445709) (← links)
• Testing parametric models in the presence of instrumental variables (Q2483433) (← links)
• Tests based on \(t\)-statistics for IV regression with weak instruments (Q2511804) (← links)
• Econometrics and psychometrics: A survey of communalities (Q2546764) (← links)
• Regression aspects of canonical correlation (Q2561813) (← links)
• Tests with correct size when instruments can be arbitrarily weak (Q2630073) (← links)
• A test of non-identifying restrictions and confidence regions for partially identified parameters (Q2630079) (← links)
• (Q2971499) (← links)
• Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
• Direction and collinearity factors of wilks‘s a - a review (Q3135291) (← links)
• PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
• OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE (Q3181948) (← links)
• ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION (Q3181949) (← links)
• EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL (Q3181956) (← links)
• Structural inference of the parameters of the heteroscedastic simultaneous equation model (Q3352345) (← links)
• Gains by the common structural variance (Q3352347) (← links)
• YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS (Q3408525) (← links)
• SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
• Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)