Instrumental variables estimation with many weak instruments using regularized JIVE
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Cites work
- A regularization approach to the many instruments problem
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
- Asymptotic efficiency in estimation with conditional moment restrictions
- Boosting for high-dimensional linear models
- Choosing the Number of Instruments
- Consistent Estimation with a Large Number of Weak Instruments
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Factor-GMM estimation with large sets of possibly weak instruments
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- scientific article; zbMATH DE number 845714 (Why is no real title available?)
- Inference with weak instruments
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
- Instrumental variable estimation in the presence of many moment conditions
- Instrumental Variables Regression with Weak Instruments
- LASSO-TYPE GMM ESTIMATOR
- Local operator theory, random matrices and Banach spaces.
- On the Use of Principal Components of Independent Variables in Two-Stage Least-Squares Estimation
- Random Effects Estimators with many Instrumental Variables
- Selecting instrumental variables in a data rich environment
- Simultaneous analysis of Lasso and Dantzig selector
- Simultaneous Equations Estimation Based on Principal Components of Predetermined Variables
- Some Properties of a Modification of the Limited Information Estimator
- Sparse models and methods for optimal instruments with an application to eminent domain
- The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems
- The nonlinear two-stage least-squares estimator
Cited in
(39)- 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
- Inference for high-dimensional instrumental variables regression
- Ill-posed estimation in high-dimensional models with instrumental variables
- Robust estimation with many instruments
- Generalized high-dimensional trace regression via nuclear norm regularization
- Jackknife instrumental variable estimation with heteroskedasticity
- Many IVs estimation of dynamic panel regression models with measurement error
- Treatment effects in interactive fixed effects models with a small number of time periods
- Econometric estimation with high-dimensional moment equalities
- Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
- Jive for panel dynamic simultaneous equations models
- Regularized LIML for many instruments
- On a generalization of the test of endogeneity in a two stage least squares estimation
- Adaptive k-class estimation in high-dimensional linear models
- The pitfall of instrumental variables in big data: What the rule of thumb can't give you
- Overcoming the Many Weak Instrument Problem Using Normalized Principal Components
- A regularization approach to the many instruments problem
- Regularization methods for high-dimensional instrumental variables regression with an application to genetical genomics
- Expectations hypotheses tests at Long Horizons
- Efficient estimation with many weak instruments using regularization techniques
- An augmented Anderson–Hsiao estimator for dynamic short-T panels†
- Breaking the winner's curse in Mendelian randomization: rerandomized inverse variance weighted estimator
- Dummy endogenous treatment effect estimation using high‐dimensional instrumental variables
- A conditional linear combination test with many weak instruments
- Culling the Herd of Moments with Penalized Empirical Likelihood
- A jackknife Lagrange multiplier test with many weak instruments
- Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments
- A Ridge-Regularized Jackknifed Anderson-Rubin Test
- Nonlinear GMM estimation in dynamic panels with serially correlated unobservables
- Inference with many instruments: when is Anderson-Rubin test still useful?
- Moment selection and generalized empirical likelihood estimation in high-dimensional unconditional moment conditions
- Weak identification with many instruments
- Testing overidentifying restrictions on high-dimensional instruments and covariates
- Relaxing the exclusion restriction in shift-share instrumental variable estimation
- Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve
- Estimation and inference for high-dimensional nonparametric additive instrumental-variables regression
- Applications of nonlinear tobit models under endogeneity
- Weak identification and estimation of social interaction models
- Cross-sectional averaging and instrumental variable estimation with many weak instruments
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