Linear instrumental variables model averaging estimation
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- scientific article; zbMATH DE number 6612020
- Constructing optimal instruments by first-stage prediction averaging
- Bayesian model averaging in the instrumental variable regression model
- Distribution theory of the least squares averaging estimator
- Cross-sectional averaging and instrumental variable estimation with many weak instruments
Cites work
- A Bayesian extension of the minimum AIC procedure of autoregressive model fitting
- A comparative study of three data-based methods of instrument selection
- A Consistent Method for the Selection of Relevant Instruments
- A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method
- Bayesian model averaging in the instrumental variable regression model
- Choosing the Number of Instruments
- Combining Linear Regression Models
- Consistent Estimation with a Large Number of Weak Instruments
- Consistent Moment Selection Procedures for Generalized Method of Moments Estimation
- Constructing optimal instruments by first-stage prediction averaging
- Frequentist Model Average Estimators
- Generalized empirical likelihood non-nested tests
- Generalized method of moments specification testing
- Generalized Method of Moments With Many Weak Moment Conditions
- GMM with Many Moment Conditions
- GMM with Weak Identification
- scientific article; zbMATH DE number 2188315 (Why is no real title available?)
- Information in generalized method of moments estimation and entropy-based moment selection
- Instrumental variable estimation in the presence of many moment conditions
- Instrumental Variables Regression with Weak Instruments
- Jackknife model averaging
- LASSO-TYPE GMM ESTIMATOR
- Least Squares Model Averaging
- Misspecified models with dependent observations
- Model Selection and Model Averaging
- Model Selection and Multimodel Inference
- Model Selection: An Integral Part of Inference
- Non-Nested Tests for Competing Models Estimated by Generalized Method of Moments
- Optimal weight choice for frequentist model average estimators
- Robust small sample accurate inference in moment condition models
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
- Variable Selection for Logistic Regression Using a Prediction‐Focused Information Criterion
Cited in
(12)- Estimating average treatment effect by model averaging
- Linear model IV estimation when instruments are many or weak
- Model averaging based on generalized method of moments
- scientific article; zbMATH DE number 6612020 (Why is no real title available?)
- Constructing optimal instruments by first-stage prediction averaging
- Bayesian model averaging in the instrumental variable regression model
- On the equivalence of instrumental variables estimators for linear models
- Nonparametric instrument model averaging
- Over-identified doubly robust identification and estimation
- Bayesian instrumental variable estimation in linear measurement error models
- Structural Equation Model Averaging: Methodology and Application
- Instrumental variable model average with applications in Mendelian randomization
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