Consistent Estimation with a Large Number of Weak Instruments
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Recommendations
- Linear model IV estimation when instruments are many or weak
- Instrumental variables estimation and inference in the presence of many exogenous regressors
- Efficient estimation with many weak instruments using regularization techniques
- Asymptotic distributions of instrumental variables statistics with many instruments
- Factor-GMM estimation with large sets of possibly weak instruments
Cited in
(only showing first 100 items - show all)- Linear instrumental variables model averaging estimation
- Simple many-instruments robust standard errors through concentrated instrumental variables
- Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment
- Minimum distance approach to inference with many instruments
- On bootstrap validity for specification testing with many weak instruments
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity
- Detecting invalid instruments using \(L_{1}\)-GMM
- A comparison of bias approximations for the two-stage least squares (2SLS) estimator
- Debiased inverse-variance weighted estimator in two-sample summary-data Mendelian randomization
- The GENIUS approach to robust Mendelian randomization inference
- Ill-posed estimation in high-dimensional models with instrumental variables
- Robust estimation with many instruments
- Jackknife instrumental variable estimation with heteroskedasticity
- Structural inference from reduced forms with many instruments
- Many IVs estimation of dynamic panel regression models with measurement error
- Robust adaptive rate-optimal testing for the white noise hypothesis
- Factor-GMM estimation with large sets of possibly weak instruments
- A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects
- Conditional moment models under semi-strong identification
- Optimal estimation of cointegrated systems with irrelevant instruments
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics
- Instrumental variables estimation with many weak instruments using regularized JIVE
- Consistent estimation with many moment inequalities
- Testing overidentifying restrictions with many instruments and heteroskedasticity
- Instrumental variables: an econometrician's perspective
- Testing with many weak instruments
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
- Panel structural modeling with weak instrumentation and covariance restrictions
- Generalized empirical likelihood tests in time series models with potential identification failure
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
- Econometric estimation with high-dimensional moment equalities
- How strong is strong enough? Strengthening instruments through matching and weak instrument tests
- Specification testing in models with many instruments
- OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
- EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL
- Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
- YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
- ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
- A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
- Many instruments asymptotic approximations under nonnormal error distributions
- The asymptotic distribution of the LIML estimator in a partially identified structural equation
- Regularized LIML for many instruments
- Instrumental variable estimation in functional linear models
- Inference in instrumental variable models with heteroskedasticity and many instruments
- Inference with Many Weak Instruments
- Weak instrumental variables models for longitudinal data
- Weak instrument inference in the presence of parameter instability
- Overcoming the Many Weak Instrument Problem Using Normalized Principal Components
- On the estimation and testing of fixed effects panel data models with weak instruments
- Towards uniformly efficient trend estimation under weak/strong correlation and non-stationary volatility
- Instrument assisted regression for errors in variables models with binary response
- GEL statistics under weak identification
- CUE with many weak instruments and nearly singular design
- Normalization in Econometrics
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
- Testing under weak identification with conditional moment restrictions
- Identification strength with a large number of moments
- Sequential and efficient GMM estimation of dynamic short panel data models
- Location properties of point estimators in linear instrumental variables and related models
- Estimation of Sparse Structural Parameters with Many Endogenous Variables
- Efficient estimation with many weak instruments using regularization techniques
- Reduced forms and weak instrumentation
- Constrained k-class Estimators in the Presence of Weak Instruments
- Bootstrap inference for instrumental variable models with many weak instruments
- Breaking the winner's curse in Mendelian randomization: rerandomized inverse variance weighted estimator
- A model‐averaging treatment of multiple instruments in Poisson models with errors
- Mendelian Randomization Mixed-Scale Treatment Effect Robust Identification and Estimation for Causal Inference
- Weak Signal Identification and Inference in Penalized Likelihood Models for Categorical Responses
- Jackknife estimation of a cluster-sample IV regression model with many weak instruments
- Yet another look at the omitted variable bias
- A conditional linear combination test with many weak instruments
- A jackknife Lagrange multiplier test with many weak instruments
- Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters
- A weighted average limited information maximum likelihood estimator
- Conditional inference in \textit{cis}-Mendelian randomization using weak genetic factors
- Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
- A Bayesian approach to Mendelian randomisation with dependent instruments
- Instrumental variable model average with applications in Mendelian randomization
- Specification testing for conditional moment restrictions under local identification failure
- Inference with many instruments: when is Anderson-Rubin test still useful?
- An asymptotically optimal two-sample instrumental variables estimation using many instruments
- A more robust approach to multivariable Mendelian randomization
- On the consistency of the LIML estimator of a spatial autoregressive model with many instruments
- Sensitivity analysis and power in the presence of many weak instruments: application to the effect of incarceration on future earnings
- Weak identification with many instruments
- Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator
- Relevant moment selection under mixed identification strength
- On GMM inference: partial identification, identification strength, and nonstandard asymptotics
- Higher-order approximation of IV estimators with invalid instruments
- Instrumental variable model average with applications in nonlinear causal inference
- A modified debiased inverse-variance weighted estimator in two-sample summary-data Mendelian randomization
- A uniformly valid test for instrument exogeneity
- Weak identification and estimation of social interaction models
- On the asymptotic optimality of the LIML estimator with possibly many instruments
- GMM estimation of social interaction models with centrality
- Properties of the CUE estimator and a modification with moments
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
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