YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
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Publication:3408525
DOI10.1017/S0266466606060415zbMATH Open1100.62065OpenAlexW2126147724MaRDI QIDQ3408525FDOQ3408525
Authors: Grant Hillier 
Publication date: 14 November 2006
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466606060415
Recommendations
- On the structure of IV estimands
- On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- scientific article; zbMATH DE number 4066169
- Instrumental Variables Regression with Weak Instruments
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Estimation in multivariate analysis (62H12)
Cites Work
- Instrumental Variables Regression with Weak Instruments
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
- Consistent Estimation with a Large Number of Weak Instruments
- The Exact Distribution of LIML: I
- The Exact Distribution of LIML: II
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- On the Normalization of Structural Equations: Properties of Direction Estimators
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
- Jeffreys prior analysis of the simultaneous equations model in the case with \(n+1\) endogenous variables.
- The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
- Econometric Estimators and the Edgeworth Approximation
- Ratios of Normal Variables and Ratios of Sums of Uniform Variables
- On the Exact Small Sample Distribution of the Instrumental Variable Estimator
- ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
- The Density of the Maximum Likelihood Estimator
- A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
Cited In (14)
- Bimodal \(t\)-ratios: the impact of thick tails on inference
- On the structure of IV estimands
- MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS
- EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY
- GMM estimation and inference in dynamic panel data models with persistent data
- The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
- Location properties of point estimators in linear instrumental variables and related models
- The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations
- Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
- The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation
- EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL
- On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation
- A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
- ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
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