Instrumental Variables Regression with Weak Instruments
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Cited in
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- A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
- Exact tests of the stability of the Phillips curve: the Canadian case
- Death and development
- Inference in structural vector autoregressions identified with an external instrument
- Mostly harmless econometrics. An empiricist's companion.
- On the instrument functional form with a binary endogenous explanatory variable
- Combining information on multiple instrumental variables in Mendelian randomization: comparison of allele score and summarized data methods
- Sensitivity analysis and power in the presence of many weak instruments: application to the effect of incarceration on future earnings
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*
- YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
- Measuring instrument relevance in the single endogenous regressor--multiple instrument case: a simplifying procedure.
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions
- The pitfall of instrumental variables in big data: What the rule of thumb can't give you
- Statistical inference in dynamic panel data models
- Residual-based IV estimation of dynamic panel data models with fixed effects
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters
- Applications of subsampling, hybrid, and size-correction methods
- A flexible instrumental variable approach
- 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
- Correcting for measurement error in latent variables used as predictors
- Estimating dynamic models from repeated cross-sections
- Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions
- Comparing IV with structural models: what simple IV can and cannot identify
- Testing for weak identification in possibly nonlinear models
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model
- On bootstrap validity for specification testing with many weak instruments
- Large shareholders, control contestability and firm productive efficiency
- Empirically relevant critical values for hypothesis tests: A bootstrap approach
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status. (With commentaries and responses)
- Extremal quantile treatment effects
- The missing cause approach to unmeasured confounding in pharmacoepidemiology
- Efficient estimation with many weak instruments using regularization techniques
- Individual effects and dynamics in count data models.
- Does health behavior change after diagnosis? Evidence from fuzzy regression discontinuity
- Asymptotic properties of the Hahn-Hausman test for weak-instruments
- Random Effects Estimators with many Instrumental Variables
- Simulation-based exact jump tests in models with conditional heteroskedasticity
- Testing the correlated random coefficient model
- Choosing instrumental variables in conditional moment restriction models
- Weak identification with many instruments
- ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION
- A first-stage representation for instrumental variables quantile regression
- On the structure of IV estimands
- International mobility of capital in the United States: robust evidence from time-series tests
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
- On asymptotic size distortions in the random coefficients logit model
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
- Estimation uncertainty in structural inflation models with real wage rigidities
- Testing treatment effect heterogeneity in regression discontinuity designs
- GMM estimation and uniform subvector inference with possible identification failure
- Sparse network asymptotics for logistic regression under possible misspecification
- Bias-aware inference in fuzzy regression discontinuity designs
- Increasing the power of specification tests
- A comparison of bias approximations for the two-stage least squares (2SLS) estimator
- Media-expressed tone, option characteristics, and stock return predictability
- Robust Bayesian inference in proxy SVARs
- Near exogeneity, weak identification and specification testing: Some asymptotic results
- The role of endogeneity in the relationship between board gender diversity and corporate social performance: evidence from a control function method
- Double robust inference for continuous updating GMM
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- Inference in second-order identified models
- Testing identification strength
- Nonlinear effects of fiscal policy over the business cycle
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data
- Testing with many weak instruments
- The zero-information-limit condition and spurious inference in weakly identified models
- A simple ordered data estimator for inverse density weighted expectations
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
- Information in generalized method of moments estimation and entropy-based moment selection
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
- Evaluating the Effect of Education on Earnings: Models, Methods and Results from the National Child Development Survey
- Identification strength with a large number of moments
- The polar confidence curve for a ratio
- Linear instrumental variables model averaging estimation
- Bonferroni-based size-correction for nonstandard testing problems
- The condemned live longer -- new evidence of the New Keynesian Phillips curve in central and Eastern Europe
- Panel Data With Measurement Errors: Instrumental Variables And Gmm Procedures Combining Levels And Differences
- Vision and influence in econometrics: John Denis Sargan
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors
- Efficient GMM with nearly-weak instruments
- Efficient minimum distance estimation with multiple rates of convergence
- The asymptotic distribution of the LIML estimator in a partially identified structural equation
- Testing for risk aversion in first-price sealed-bid auctions
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- The asymptotic distribution of the instrumental variable estimators when the instruments are not correlated with the regressors
- The weak instrument problem of the system GMM estimator in dynamic panel data models
- Notes on bias in estimators for simultaneous equation models.
- Cross-sectional averaging and instrumental variable estimation with many weak instruments
- Generalized empirical likelihood tests in time series models with potential identification failure
- Efficient estimation and inference in linear pseudo-panel data models
- Examining bias in estimators of linear rational expectations models under misspecification
- Symmetry-based inference in an instrumental variable setting
- A semi-parametric Bayesian approach to the instrumental variable problem
- Weak identification robust tests in an instrumental quantile model
- Frisch-Waugh-Lovell theorem-type results for the k-class and 2SGMM estimators
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