Pages that link to "Item:Q3891558"
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The following pages link to Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations (Q3891558):
Displayed 34 items.
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Testing with many weak instruments (Q277151) (← links)
- Instrumental variable estimation in functional linear models (Q494183) (← links)
- Fitting circles to scattered data: parameter estimates have no moments (Q537530) (← links)
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- Editorial. Moment restriction-based econometric methods: an overview (Q738038) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
- A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics (Q756349) (← links)
- Edgeworth expansion in regression models (Q918074) (← links)
- Bounds for exact moments of estimators in the errors-in-variables model and simultaneous equations (Q918094) (← links)
- A maximum likelihood method for the incidental parameter problem (Q1043759) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Minimum distance approach to inference with many instruments (Q1745618) (← links)
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
- The limited information maximum likelihood approach to dynamic panel structural equation models (Q2255166) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
- The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
- Second-order refinements for \(t\)-ratios with many instruments (Q2682953) (← links)
- OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE (Q3181948) (← links)
- ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (Q3224038) (← links)
- Asymptotic expansion for weighted least squares in linear regression models (Q4346825) (← links)
- ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS (Q4637609) (← links)
- On the distribution of some test statistics connected with the multivariate linear functional relationship model (Q4720569) (← links)
- Bootstrapping and empirical edgeworth expansions in multiple linear regression models (Q4839327) (← links)
- Instrumental variable estimation of factor models with possibly many variables (Q5085967) (← links)
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables (Q5860959) (← links)
- Location Properties of Point Estimators in Linear Instrumental Variables and Related Models (Q5863560) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
- A conditional linear combination test with many weak instruments (Q6152636) (← links)