Pages that link to "Item:Q3156197"

The following pages link to Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations (Q3156197):

Displaying 30 items.

• Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
• Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
• Testing with many weak instruments (Q277151) (← links)
• Performance of conditional Wald tests in IV regression with weak instruments (Q280234) (← links)
• A semi-parametric Bayesian approach to the instrumental variable problem (Q292158) (← links)
• Do better schools lead to more growth? Cognitive skills, economic outcomes, and causation (Q381045) (← links)
• Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
• Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
• Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
• Properties of the CUE estimator and a modification with moments (Q738045) (← links)
• Dualism and cross-country growth regressions (Q868479) (← links)
• Cross-sectional averaging and instrumental variable estimation with many weak instruments (Q991338) (← links)
• The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identifica\-tion (Q1046248) (← links)
• DSGE pileups (Q1655666) (← links)
• Approximating and reducing bias in 2SLS estimation of dynamic simultaneous equation models (Q1659162) (← 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)
• Asymptotic properties of the Hahn-Hausman test for weak-instruments (Q1928716) (← 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)
• Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
• A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation (Q2446276) (← links)
• Conditional moment models under semi-strong identification (Q2451801) (← links)
• Second-order refinements for \(t\)-ratios with many instruments (Q2682953) (← links)
• Methods for strengthening a weak instrument in the case of a persistent treatment (Q2697015) (← links)
• A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias (Q4929221) (← links)
• Weak Instrumental Variables Models for Longitudinal Data (Q5080152) (← links)
• Instrumental variable estimation of factor models with possibly many variables (Q5085967) (← links)
• Instrumental variable estimation with first-stage heterogeneity (Q6199657) (← links)
• Regularized estimation of dynamic panel models (Q6542446) (← links)
• A jackknife Lagrange multiplier test with many weak instruments (Q6542449) (← links)