Pages that link to "Item:Q5389958"
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The following pages link to ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958):
Displayed 7 items.
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497) (← links)
- A note on the relation between local power and robustness to misspecification (Q1925698) (← links)
- A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465) (← links)
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators (Q2512610) (← links)
- ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)