Generalized Method of Moments With Many Weak Moment Conditions
From MaRDI portal
Recommendations
Cited in
(82)- Higher order mean squared error of generalized method of moments estimators for nonlinear models
- Sensitivity analysis and power in the presence of many weak instruments: application to the effect of incarceration on future earnings
- Many IVs estimation of dynamic panel regression models with measurement error
- Count data models with correlated unobserved heterogeneity
- 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
- Robust small sample accurate inference in moment condition models
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics
- Efficient estimation with many weak instruments using regularization techniques
- Choosing instrumental variables in conditional moment restriction models
- Weak identification with many instruments
- Editors' introduction
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
- Consistent estimation with many moment inequalities
- Testing identification strength
- A conditional linear combination test with many weak instruments
- High dimensional semiparametric moment restriction models
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Identification strength with a large number of moments
- Linear instrumental variables model averaging estimation
- Consistent variance of the Laplace-type estimators: application to DSGE models
- Improved generalized method of moments estimators for weakly dependent observations
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- The optimal choice of moments in dynamic panel data models
- The weak instrument problem of the system GMM estimator in dynamic panel data models
- Conditional inference in \textit{cis}-Mendelian randomization using weak genetic factors
- GMM with more moment conditions than observations
- Testing under weak identification with conditional moment restrictions
- Weak identification in discrete choice models
- Bootstrap inference for instrumental variable models with many weak instruments
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
- CUE with many weak instruments and nearly singular design
- On GMM inference: partial identification, identification strength, and nonstandard asymptotics
- Higher-order approximation of IV estimators with invalid instruments
- An upper bound for functions of estimators in high dimensions
- Econometric estimation with high-dimensional moment equalities
- Conditional moment models under semi-strong identification
- Identification-robust nonparametric inference in a linear IV model
- 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
- Finite sample properties of the GMM Anderson-Rubin test
- Regularized LIML for many instruments
- Mendelian Randomization Mixed-Scale Treatment Effect Robust Identification and Estimation for Causal Inference
- Culling the Herd of Moments with Penalized Empirical Likelihood
- Adaptive efficient and double-robust regression based on generalized empirical likelihood
- Adaptive Elastic Net GMM Estimation With Many Invalid Moment Conditions: Simultaneous Model and Moment Selection
- Linear model IV estimation when instruments are many or weak
- The partially-matched-sample correction in pseudo panel minimum distance estimation
- On standard inference for GMM with local identification failure of known forms
- Properties of the CUE estimator and a modification with moments
- Inference in instrumental variable models with heteroskedasticity and many instruments
- An incidental parameters free inference approach for panels with common shocks
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure
- Estimation of time-invariant effects in static panel data models
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
- Testing endogeneity with high dimensional covariates
- A finite sample correction for the variance of linear efficient two-step GMM estimators
- A doubly corrected robust variance estimator for linear GMM
- Contemporaneous statistics for estimation in stochastic actor-oriented co-evolution models
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso
- On rank estimators in increasing dimensions
- Robust estimation with many instruments
- Identification- and many moment-robust inference via invariant moment conditions
- Estimating high dimensional monotone index models by iterative convex optimization
- Jackknife instrumental variable estimation with heteroskedasticity
- Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
- A more robust approach to multivariable Mendelian randomization
- GMM with Many Moment Conditions
- A test for Kronecker product structure covariance matrix
- Testing the adequacy of conventional asymptotics in GMM
- The GENIUS approach to robust Mendelian randomization inference
- Hahn-Hausman test as a specification test
- A novel robust framework for the identification of component weights in the Girton-Roper exchange market pressure index
- Testing initial conditions in dynamic panel data models
- Phoebus J. Dhrymes (1932–2016)
- The many weak instruments problem and Mendelian randomization
- Partially linear functional-coefficient dynamic panel data models: sieve estimation and specification testing
- A Frisch-Waugh-Lovell theorem for empirical likelihood
- A jackknife Lagrange multiplier test with many weak instruments
- On the use of the Lasso for instrumental variables estimation with some invalid instruments
- Panel data models with multiple time-varying individual effects
- GEL statistics under weak identification
- Inference in regression models with many regressors
This page was built for publication: Generalized Method of Moments With Many Weak Moment Conditions
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3644910)
