| Publication | Date of Publication | Type |
|---|
The many weak instruments problem and Mendelian randomization
Statistics in Medicine | 2025-10-09 | Paper |
The robust F-statistic as a test for weak instruments
Journal of Econometrics | 2025-03-18 | Paper |
On the instrumental variable estimation with many weak and invalid instruments
Journal of the Royal Statistical Society. Series B. Statistical Methodology | 2025-01-23 | Paper |
Testing underidentification in linear models, with applications to dynamic panel and asset pricing models
Journal of Econometrics | 2024-03-21 | Paper |
On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
Journal of Econometrics | 2023-06-09 | Paper |
Binary outcomes, OLS, 2SLS and IV probit
Econometric Reviews | 2022-09-14 | Paper |
More reliable inference for the dissimilarity index of segregation
Econometrics Journal | 2022-07-27 | Paper |
The Confidence Interval Method for Selecting Valid Instrumental Variables
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2022-07-11 | Paper |
Two-stage least squares as minimum distance
Econometrics Journal | 2022-06-24 | Paper |
Identification of causal effects on binary outcomes using structural mean models
Biostatistics | 2020-08-04 | Paper |
On the use of the Lasso for instrumental variables estimation with some invalid instruments
Journal of the American Statistical Association | 2019-11-12 | Paper |
Robust inference for the two-sample 2SLS estimator
Economics Letters | 2018-08-29 | Paper |
Testing competing models for non-negative data with many zeros
Journal of Econometric Methods | 2016-09-15 | Paper |
A finite sample correction for the variance of linear efficient two-step GMM estimators
Journal of Econometrics | 2016-03-30 | Paper |
Estimating structural mean models with multiple instrumental variables using the generalised method of moments
Statistical Science | 2016-03-08 | Paper |
Estimating structural mean models with multiple instrumental variables using the generalised method of moments
Statistical Science | 2016-03-08 | Paper |
A weak instrument \(F\)-test in linear IV models with multiple endogenous variables
Journal of Econometrics | 2016-02-11 | Paper |
A comparison of bias approximations for the two-stage least squares (2SLS) estimator
Economics Letters | 2013-03-14 | Paper |
Instrumental variable estimators for binary outcomes
Journal of the American Statistical Association | 2013-01-31 | Paper |
Estimation of panel data models with binary indicators when treatment effects are not constant over time
Economics Letters | 2013-01-02 | Paper |
The weak instrument problem of the system GMM estimator in dynamic panel data models
Econometrics Journal | 2010-06-01 | Paper |
Generalized Method of Moments With Many Weak Moment Conditions
Econometrica | 2009-11-13 | Paper |
RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS
Econometric Reviews | 2005-05-23 | Paper |
A finite sample correction for the variance of linear efficient two-step GMM estimators
Journal of Econometrics | 2005-05-01 | Paper |
Projection estimators for autoregressive panel data models
Econometrics Journal | 2003-08-07 | Paper |
Individual effects and dynamics in count data models.
Journal of Econometrics | 2003-04-02 | Paper |
Criterion-based inference for GMM in autoregressive panel data models.
Economics Letters | 2002-03-03 | Paper |
Two-part multiple spell models for health care demand
Journal of Econometrics | 2002-02-05 | Paper |
Moment conditions for fixed effects count data models with endogenous regressors.
Economics Letters | 2000-06-04 | Paper |
An \(R\)-squared measure of goodness of fit for some common nonlinear regression models
Journal of Econometrics | 1997-08-12 | Paper |
Goodness of fit in the linear model without a constant term
Statistica Neerlandica | 1996-01-02 | Paper |
A goodness‐of‐fit test in the multinomial legit model based on weighted squared residuals
Statistica Neerlandica | 1996-01-02 | Paper |
Goodness-of-fit measures in binary choice models<sup>1</sup>
Econometric Reviews | 1995-12-13 | Paper |
R<sup>2</sup> in Seemingly Unrelated Regression Equations
Statistica Neerlandica | 1992-06-28 | Paper |
The asymptotic distribution of the sum of weighted squared residuals in binary choice models
Statistica Neerlandica | 1990-01-01 | Paper |
