Pages that link to "Item:Q4889511"
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The following pages link to Judging Instrument Relevance in Instrumental Variables Estimation (Q4889511):
Displayed 22 items.
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- Efficiency in public schools: does competition matter? (Q295561) (← links)
- Efficient forecast tests for conditional policy forecasts (Q299222) (← links)
- Instrument endogeneity and identification-robust tests: some analytical results (Q928899) (← links)
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
- Cross-sectional averaging and instrumental variable estimation with many weak instruments (Q991338) (← links)
- A naïve sticky information model of households' inflation expectations (Q1042358) (← links)
- On instrumental variable estimation of semiparametric dynamic panel data models. (Q1603848) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares (Q2398611) (← links)
- Clean air regulation and heterogeneity in US gasoline prices (Q2426925) (← links)
- Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
- Assessing the magnitude of the concentration parameter in a simultaneous equations model (Q3566436) (← links)
- A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS (Q4443965) (← links)
- CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS (Q4561978) (← links)
- Two-Stage Bayesian Model Averaging in Endogenous Variable Models (Q5080440) (← links)
- Inference about long run canonical correlations (Q5397941) (← links)
- Measuring instrument relevance in the single endogenous regressor--multiple instrument case: a simplifying procedure. (Q5958524) (← links)
- Cross-section bootstrap for CCE regressions (Q6118712) (← links)
- One instrument to rule them all: the bias and coverage of just-ID IV (Q6199654) (← links)