The following pages link to GMM with Many Moment Conditions (Q5393883):
Displaying 40 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Testing with many weak instruments (Q277151) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- A rank-corrected procedure for matrix completion with fixed basis coefficients (Q312678) (← links)
- Posterior consistency of nonparametric conditional moment restricted models (Q449980) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
- GMM estimation of social interaction models with centrality (Q736691) (← links)
- An efficient GMM estimator of spatial autoregressive models (Q737249) (← links)
- Properties of the CUE estimator and a modification with moments (Q738045) (← links)
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
- Hahn-Hausman test as a specification test (Q738140) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Detecting invalid instruments using \(L_{1}\)-GMM (Q1934944) (← links)
- On rank estimators in increasing dimensions (Q2294449) (← links)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
- Conditional moment models under semi-strong identification (Q2451801) (← links)
- Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
- Consistent estimation with many moment inequalities (Q2511801) (← links)
- The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
- Revisiting the location of FDI in China: a panel data approach with heterogeneous shocks (Q2658757) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- SEMIPARAMETRIC EFFICIENCY BOUNDS FOR CONDITIONAL MOMENT RESTRICTION MODELS WITH DIFFERENT CONDITIONING VARIABLES (Q2826007) (← links)
- PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS (Q2878820) (← links)
- EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL (Q3181956) (← links)
- ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (Q3224038) (← links)
- ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR (Q3408526) (← links)
- A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION (Q3408527) (← links)
- A conditional linear combination test with many weak instruments (Q6152636) (← links)
- Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
