On the behavior of inconsistent instrumental variable estimators
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Publication:1173369
Cites work
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Cited in
(26)- The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
- A reply to Professors Maasoumi and Phillips
- Monte Carlo response surfaces: A comparative approach
- The large sample behaviour of the generalized method of moments estimator in misspecified models
- Robust estimation with exponentially tilted Hellinger distance
- GMM and misspecification correction for misspecified models with diverging number of parameters
- Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
- Generalized aggregation of misspecified models: with an application to asset pricing
- Examining bias in estimators of linear rational expectations models under misspecification
- Semiparametric Efficient Estimation of the Mean of a Time Series in the Presence of Conditional Heterogeneity of Unknown Form
- THE POWER AND SIZE OF NONPARAMETRIC TESTS FOR COMMON DISTRIBUTIONAL CHARACTERISTICS
- Finite sample properties of maximum likelihood and quasi-maximum likelihood estimators of egarch models
- Testing autocorrelation in a system perspective testing autocorrelation
- A monte carlo investigation of the BDS statistic
- Comparison of misspecified calibrated models: the minimum distance approach
- Optimal comparison of misspecified moment restriction models under a chosen measure of fit
- The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
- Asymptotic variance approximations for invariant estimators in uncertain asset-pricing models
- Linear fixed-effects estimation with nonrepeated outcomes
- Double robust inference for continuous updating GMM
- An approximated exponentially tilted empirical likelihood estimator of moment condition models
- Higher-order approximation of IV estimators with invalid instruments
- A uniformly valid test for instrument exogeneity
- Least absolute error estimation in the presence of serial correlation
- A doubly corrected robust variance estimator for linear GMM
- Point estimation with exponentially tilted empirical likelihood
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