Pages that link to "Item:Q2995415"
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The following pages link to INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415):
Displaying 20 items.
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Parameters measuring bank risk and their estimation (Q322446) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Efficient estimation of nonstationary factor models (Q505082) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Multi-criteria optimization in regression (Q2070684) (← links)
- High-dimensional linear models with many endogenous variables (Q2116354) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- Estimation and inference of change points in high-dimensional factor models (Q2227075) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
- TESTS FOR PARAMETER INSTABILITY IN DYNAMIC FACTOR MODELS (Q3453252) (← links)
- Diffusion Index Model Specification and Estimation Using Mixed Frequency Datasets (Q4561854) (← links)
- FACTORISABLE MULTITASK QUANTILE REGRESSION (Q4959134) (← links)
- LIMIT THEOREMS FOR FACTOR MODELS (Q5012632) (← links)
- Selecting the regularization parameters in high-dimensional panel data models: Consistency and efficiency (Q5034246) (← links)
- Cross-Sectional Dependence in Panel Data Analysis (Q5080156) (← links)
- EFFICIENT ESTIMATION OF FACTOR MODELS (Q5389953) (← links)
- Life-cycle consumption and life insurance: empirical evidence from Italian survey (Q6045272) (← links)
- Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables (Q6059396) (← links)
