Pages that link to "Item:Q4530930"

The following pages link to Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments (Q4530930):

Displaying 26 items.

• Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
• Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
• The zero-information-limit condition and spurious inference in weakly identified models (Q277154) (← links)
• Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
• Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
• Symmetry-based inference in an instrumental variable setting (Q290937) (← links)
• Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (Q299216) (← links)
• Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
• On the precision of Calvo parameter estimates in structural NKPC models (Q602853) (← links)
• Instrument endogeneity and identification-robust tests: some analytical results (Q928899) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks (Q957214) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
• On instrumental variable estimation of semiparametric dynamic panel data models. (Q1603848) (← links)
• Bayesian and classical approaches to instrumental variable regression (Q1870095) (← links)
• Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• Projection-based inference with particle swarm optimization (Q2246616) (← links)
• Estimation uncertainty in structural inflation models with real wage rigidities (Q2445709) (← links)
• Identification robust inference in cointegrating regressions (Q2511806) (← links)
• A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION (Q2995423) (← links)
• A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS (Q4443965) (← links)
• INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
• Measuring instrument relevance in the single endogenous regressor--multiple instrument case: a simplifying procedure. (Q5958524) (← links)