scientific article; zbMATH DE number 3930130
From MaRDI portal
Publication:3703102
Recommendations
Cited in
(70)- Effects of transformations in higher order asymptotic expansions
- The second-order bias and mean squared error of nonlinear estimators
- Higher-order approximations for frequency domain time series regression
- Inference in a nearly integrated autoregressive model with nonnormal innovations
- An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models
- DSGE pileups
- Linear model IV estimation when instruments are many or weak
- Residual bootstrap tests in linear models with many regressors
- Minimum distance approach to inference with many instruments
- Tests of specification for parametric and semiparametric models
- Edgeworth approximations for semiparametric instrumental variable estimators and test statis\-tics.
- Some higher-order theory for a consistent non-parametric model specification test
- Higher order approximations for Wald statistics in time series regressions with integrated processes.
- Applying estimated score tests in econometrics
- A Wald-type test of quadratic parametric restrictions
- Asymptotic properties of the Hahn-Hausman test for weak-instruments
- A comparison of bias approximations for the two-stage least squares (2SLS) estimator
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
- The state of econometrics after John W. Pratt, Robert Schlaifer, Brian Skyrms, and Robert L. Basmann
- Analytical formulae for accurately sized \(t\)-tests in the single instrument case
- Improvement in finite-sample properties of GMM-based Wald tests
- Robust estimation with many instruments
- Saddlepoint expansions for GEL estimators
- Choosing instrumental variables in conditional moment restriction models
- A weak instrument \(F\)-test in linear IV models with multiple endogenous variables
- Second-order refinements for \(t\)-ratios with many instruments
- Bootstrapping GMM estimators for time series
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
- Performance of conditional Wald tests in IV regression with weak instruments
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
- Maximum entropy approximations for asymptotic distributions of smooth functions of sample means
- A semi-parametric Bayesian approach to the instrumental variable problem
- scientific article; zbMATH DE number 3852286 (Why is no real title available?)
- scientific article; zbMATH DE number 3876450 (Why is no real title available?)
- Imhof Approximations to Econometric Estimators
- The econometrics of mean‐variance efficiency tests: a survey
- ERA's: A New Approach to Small Sample Theory
- On the accuracy of asymptotic expansions for power functions
- Approximating the distribution of the durbin-watson statistic
- Second-order asymptotic theory for calibration estimators in sampling and missing-data problems
- The second-order bias and mean squared error of estimators in time-series models
- Vision and influence in econometrics: John Denis Sargan
- scientific article; zbMATH DE number 815756 (Why is no real title available?)
- On the use of the Lasso for instrumental variables estimation with some invalid instruments
- Higher-order properties of approximate estimators
- Inference in regression models with many regressors
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel
- scientific article; zbMATH DE number 2239927 (Why is no real title available?)
- Annals of econometrics. Studies in estimation and testing. 5th conference, Camp econometrics, Univ. of Southern California, Catalina Island, CA, USA, May 1998
- Bootstrap inference for instrumental variable models with many weak instruments
- Jackknife estimation of a cluster-sample IV regression model with many weak instruments
- Efficient estimation using the characteristic function
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters
- HAR Inference: Recommendations for Practice
- Mendelian randomization methods for causal inference: estimands, identification and inference
- Nonlinear GMM estimation in dynamic panels with serially correlated unobservables
- The many weak instruments problem and Mendelian randomization
- An approximated exponentially tilted empirical likelihood estimator of moment condition models
- Exogeneity tests and weak identification in IV regressions: asymptotic theory and point estimation
- The robust F-statistic as a test for weak instruments
- Higher-order approximation of IV estimators with invalid instruments
- Edgeworth expansions for GEL estimators
- Parameter estimation in linear multinomial models
- Rearranging Edgeworth-Cornish-Fisher expansions
- GEL estimation for heavy-tailed GARCH models with robust empirical likelihood inference
- Bootstrap tests for generalized least squares regression models
- A doubly corrected robust variance estimator for linear GMM
- Cross-sectional averaging and instrumental variable estimation with many weak instruments
- Point estimation with exponentially tilted empirical likelihood
This page was built for publication:
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3703102)
