Efficient GMM with nearly-weak instruments
From MaRDI portal
Recommendations
Cites work
- Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
- Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity
- Discontinuities of weak instrument limiting distributions.
- Efficient minimum distance estimation with multiple rates of convergence
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
- GMM with Weak Identification
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Hypothesis Testing with Efficient Method of Moments Estimation
- Instrumental Variables Regression with Weak Instruments
- Large Sample Properties of Generalized Method of Moments Estimators
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
- Testing Parameters in GMM Without Assuming that They Are Identified
Cited in
(38)- Efficient estimation with time-varying information and the New Keynesian Phillips curve
- Asymptotic F tests under possibly weak identification
- Testing identification strength
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification
- Higher order mean squared error of generalized method of moments estimators for nonlinear models
- Conditional moment models under semi-strong identification
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics
- An incidental parameters free inference approach for panels with common shocks
- GMM estimation and uniform subvector inference with possible identification failure
- Nearly-singular design in GMM and generalized empirical likelihood estimators
- Efficient tests under a weak convergence assumption
- Using invalid instruments on purpose: focused moment selection and averaging for GMM
- Testing, Estimation in GMM and CUE with Nearly-Weak Identification
- Generalized Method of Moments With Many Weak Moment Conditions
- GMM with Weak Identification
- Robust inference in nonlinear models with mixed identification strength
- Estimation and inference for moments of ratios with robustness against large trimming bias
- Weak instrumental variables models for longitudinal data
- Optimal decision rules for weak GMM
- Efficient minimum distance estimation with multiple rates of convergence
- CUE with many weak instruments and nearly singular design
- Maximum likelihood estimation and uniform inference with sporadic identification failure
- GMM with Many Moment Conditions
- Identification strength with a large number of moments
- On the relevance of weaker instruments
- Bootstrap inference for instrumental variable models with many weak instruments
- Editors' introduction
- Estimation and inference in adaptive learning models with slowly decreasing gains
- Detecting identification failure in moment condition models
- Weak identification in discrete choice models
- Exogeneity tests and weak identification in IV regressions: asymptotic theory and point estimation
- Identification robust inference for the risk premium in term structure models
- Efficiency bounds for moment condition models with mixed identification strength
- Relevant moment selection under mixed identification strength
- On GMM inference: partial identification, identification strength, and nonstandard asymptotics
- Estimating time-varying exposure effects through continuous-time modelling in Mendelian randomization
- A uniformly valid test for instrument exogeneity
- Detecting weak identification by bootstrap
This page was built for publication: Efficient GMM with nearly-weak instruments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3406057)
