Pages that link to "Item:Q3284260"

The following pages link to The Estimation of Economic Relationships using Instrumental Variables (Q3284260):

Displaying 50 items.

• Increasing the power of specification tests (Q2000857) (← links)
• A Hausman test for the presence of market microstructure noise in high frequency data (Q2000858) (← links)
• Instrument approval by the Sargan test and its consequences for coefficient estimation (Q2043135) (← links)
• A unified model-implied instrumental variable approach for structural equation modeling with mixed variables (Q2066602) (← links)
• Global temperatures and greenhouse gases: a common features approach (Q2171998) (← links)
• Testing the impossible: identifying exclusion restrictions (Q2227048) (← links)
• Multiplicative-error models with sample selection (Q2343749) (← links)
• Missing data, imputation, and endogeneity (Q2398607) (← links)
• A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465) (← links)
• Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models (Q2443315) (← links)
• Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
• Instrumental variables in factor analysis (Q2524491) (← links)
• Initial conditions and Blundell-Bond estimators (Q2697969) (← links)
• A Natural Robustification of the Ordinary Instrumental Variables Estimator (Q2861951) (← links)
• DISTRIBUTION AND CAPACITY UTILIZATION: CONCEPTUAL ISSUES AND EMPIRICAL EVIDENCE (Q2892596) (← links)
• Using multiple genetic variants as instrumental variables for modifiable risk factors (Q2894105) (← links)
• A Joint Test for Conditional Heteroscedasticity in Dynamic Panel Data Models (Q3006273) (← links)
• Moment Conditions and Bayesian Non-Parametrics (Q3120099) (← links)
• Regression with errors in variables: estimators based on third order moments (Q3201385) (← links)
• Econometric approaches to the specification of life cycle labour supply and commodity demand behaviour (Q3350621) (← links)
• A SIMPLE OMNIBUS OVERIDENTIFICATION SPECIFICATION TEST FOR TIME SERIES ECONOMETRIC MODELS (Q3450351) (← links)
• OPTIMAL BANDWIDTH SELECTION FOR ROBUST GENERALIZED METHOD OF MOMENTS ESTIMATION (Q3453249) (← links)
• Using instrumental variables for selecting the order of arma models (Q3474143) (← links)
• Generalized M‐fluctuation tests for parameter instability (Q3542549) (← links)
• Testing exogeneity in overidentified models (Q3598252) (← links)
• Testing in econometrics: Are economic theories testable? (Q3598292) (← links)
• Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour (Q3756386) (← links)
• Estimation of coefficients for multiple input system models without employing common denominator structure (Q3936606) (← links)
• A Consistent Method for the Selection of Relevant Instruments (Q4414351) (← links)
• RECENTERED AND RESCALED INSTRUMENTAL VARIABLE ESTIMATION OF TOBIT AND PROBIT MODELS WITH ERRORS IN VARIABLES (Q4471126) (← links)
• IN MEMORY OF JOHN DENIS SARGAN (Q4561959) (← links)
• DENIS SARGAN: SOME PERSPECTIVES (Q4561965) (← links)
• VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN (Q4561966) (← links)
• ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
• Different Shades of Risk: Mortality Trends Implied by Term Insurance Prices (Q4987097) (← links)
• SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION (Q5071686) (← links)
• Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
• Two-Stage Bayesian Model Averaging in Endogenous Variable Models (Q5080440) (← links)
• Misspecification Testing: Non-Invariance of Expectations Models of Inflation (Q5080460) (← links)
• Instrumental variable estimation of factor models with possibly many variables (Q5085967) (← links)
• Bias correction through filtering omitted variables and instruments (Q5138037) (← links)
• An R package and a study of methods for computing empirical likelihood (Q5218871) (← links)
• On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments (Q5242480) (← links)
• CONSOLIDATION OF THE HAAVELMO-COWLES COMMISSION RESEARCH PROGRAM (Q5247354) (← links)
• Structural mean models for compliance analysis in randomized clinical trials and the impact of errors on measures of exposure (Q5424964) (← links)
• Structural mean models for compliance analysis in randomized clinical trials and the impact of errors on measures of exposure (Q5442626) (← links)
• The Algebra of Estimation in Linear Econometric Systems∗ (Q5666034) (← links)
• Specification testing with estimated variables (Q5860990) (← links)
• Reduced forms and weak instrumentation (Q5864650) (← links)
• Two robust tools for inference about causal effects with invalid instruments (Q6055523) (← links)