Jackknife estimation of a cluster-sample IV regression model with many weak instruments

DOI10.1016/J.JECONOM.2022.12.011MaRDI QIDQ6108326zbMATH OpenOpenAlexFDO

Authors John C. Chao, Norman R. Swanson, Tiemen Woutersen

Publication date 29 June 2023

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2022.12.011

zbMATH Keywords

cluster sampleheteroskedasticityinstrumental variablesjackknifemany weak instrumentspanel data

Mathematics Subject Classification ID

Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)

Cites work

• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
• Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
• Asymptotic distributions of instrumental variables statistics with many instruments
• Consistent Estimation with a Large Number of Weak Instruments
• Efficient minimum distance estimation with multiple rates of convergence
• scientific article; zbMATH DE number 3876450 (Why is no real title available?)
• scientific article; zbMATH DE number 3930130 (Why is no real title available?)
• scientific article; zbMATH DE number 6026126 (Why is no real title available?)
• Inference in instrumental variable models with heteroskedasticity and many instruments
• Inference in linear regression models with many covariates and heteroscedasticity
• Inference with Many Weak Instruments
• Instrumental variable estimation with heteroskedasticity and many instruments
• Instrumental Variables Regression with Weak Instruments
• Jackknife instrumental variable estimation with heteroskedasticity
• Jive for panel dynamic simultaneous equations models
• Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
• Some Properties of a Modification of the Limited Information Estimator
• Testing overidentifying restrictions with many instruments and heteroskedasticity
• The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems

Cited in

(3)

• Instrumental variables estimation with many weak instruments using regularized JIVE
• A conditional linear combination test with many weak instruments
• Weak identification with many instruments

This page was built for publication: Jackknife estimation of a cluster-sample IV regression model with many weak instruments

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6108326)