A New Specification Test for the Validity of Instrumental Variables
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Cited in
(44)- Linear model IV estimation when instruments are many or weak
- Endogeneity bias modeling using observables
- Asymptotic properties of the Hahn-Hausman test for weak-instruments
- A Hausman test for the presence of market microstructure noise in high frequency data
- A unified model-implied instrumental variable approach for structural equation modeling with mixed variables
- Testing identification strength
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- Robust estimation with many instruments
- A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
- Choosing instrumental variables in conditional moment restriction models
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
- Symmetry-based inference in an instrumental variable setting
- Examining bias in estimators of linear rational expectations models under misspecification
- Weak identification robust tests in an instrumental quantile model
- Testing the adequacy of conventional asymptotics in GMM
- Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
- scientific article; zbMATH DE number 4202115 (Why is no real title available?)
- Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator
- A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Finite-sample instrumental variables inference using an asymptotically pivotal statistic
- Regressor and random‐effects dependencies in multilevel models
- Two-stage least squares estimation of spatial autoregressive models with endogenous regressors and many instruments
- A robust test of exogeneity based on quantile regressions
- Normalization in Econometrics
- Testing for weak identification in possibly nonlinear models
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
- Finite Sample Properties of the Two-Step Empirical Likelihood Estimator
- Notes on bias in estimators for simultaneous equation models.
- Detecting identification failure in moment condition models
- Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
- Nonlinear GMM estimation in dynamic panels with serially correlated unobservables
- Detecting weak identification by bootstrap
- The Hausman test and weak instruments
- A new class of asymptotically efficient estimators for moment condition models
- Instrumental variable estimation in the presence of many moment conditions
- Hahn-Hausman test as a specification test
- SMEs, growth, and poverty: cross-country evidence
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity
- Consistency of the instrumental weighted variables
- Testing endogeneity with high dimensional covariates
- The classical principles of testing using instrumental variables estimates
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