Pages that link to "Item:Q528055"
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The following pages link to A regularization approach to the many instruments problem (Q528055):
Displaying 24 items.
- Editorial: High dimensional problems in econometrics (Q494161) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Minimum distance approach to inference with many instruments (Q1745618) (← links)
- Testing conditional independence via empirical likelihood (Q2451799) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
- Nonparametric instrumental variables estimation for efficiency frontier (Q2635051) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- Conditional sparse boosting for high-dimensional instrumental variable estimation (Q5040523) (← links)
- On a generalization of the test of endogeneity in a two stage least squares estimation (Q5085645) (← links)
- Adaptive <i>k</i>-class estimation in high-dimensional linear models (Q5086364) (← links)
- GMM estimation of a realized stochastic volatility model: A Monte Carlo study (Q5862494) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- Exponential class of dynamic binary choice panel data models with fixed effects (Q5864654) (← links)
- Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables (Q6059396) (← links)
- A conditional linear combination test with many weak instruments (Q6152636) (← links)
- Structural VAR models in the frequency domain (Q6175543) (← links)
- Regularized estimation of dynamic panel models (Q6542446) (← links)
- High-Dimensional Mixed-Frequency IV Regression (Q6620967) (← links)
- Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments (Q6623181) (← links)
- Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective (Q6623189) (← links)
- Instrumental variable model average with applications in Mendelian randomization (Q6626879) (← links)
- Testing firm conduct (Q6646146) (← links)
