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):
Displaying 18 items.
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- 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)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
- The validity of instruments revisited (Q738120) (← links)
- A note on the relation between local power and robustness to misspecification (Q1925698) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Robust estimation with exponentially tilted Hellinger distance (Q2236869) (← 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)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- Near exogeneity, weak identification and specification testing: Some asymptotic results (Q5866060) (← links)
- Minimizing sensitivity to model misspecification (Q6067186) (← links)
- Instrumental variable estimation with first-stage heterogeneity (Q6199657) (← links)
