Conditional likelihood ratio test with many weak instruments
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Cites work
- A Conditional Likelihood Ratio Test for Structural Models
- A jackknife Lagrange multiplier test with many weak instruments
- Consistent Estimation with a Large Number of Weak Instruments
- Generalized Method of Moments With Many Weak Moment Conditions
- GMM with Many Moment Conditions
- scientific article; zbMATH DE number 5198649 (Why is no real title available?)
- Inference in instrumental variable models with heteroskedasticity and many instruments
- Inference with Many Weak Instruments
- Inference with weak instruments
- Instrumental variable estimation with heteroskedasticity and many instruments
- Instrumental variables estimation and inference in the presence of many exogenous regressors
- Instrumental Variables Regression with Weak Instruments
- On the asymptotic optimality of the LIML estimator with possibly many instruments
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Testing with many weak instruments
- Tests based on t-statistics for IV regression with weak instruments
- The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
- Two-step estimation and inference with possibly many included covariates
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