Pages that link to "Item:Q2512594"

The following pages link to Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594):

Displaying 16 items.

• Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
• Properties of the CUE estimator and a modification with moments (Q738045) (← links)
• Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
• Hahn-Hausman test as a specification test (Q738140) (← links)
• Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
• Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment (Q1728677) (← links)
• Minimum distance approach to inference with many instruments (Q1745618) (← links)
• Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
• Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
• INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
• Instrumental variable estimation of factor models with possibly many variables (Q5085967) (← links)
• Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
• Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
• Jackknife estimation of a cluster-sample IV regression model with many weak instruments (Q6108326) (← links)
• Testing many restrictions under heteroskedasticity (Q6175550) (← links)
• Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (Q6199649) (← links)