Weak instrumental variables models for longitudinal data
DOI10.1080/07474938.2011.607356zbMATH Open1491.62188OpenAlexW2046449706MaRDI QIDQ5080152FDOQ5080152
Authors: Ying Fang, Henong Li, Zongwu Cai 
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://research.soe.xmu.edu.cn/repec/upload/20081023106487055475115776.pdf
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Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Estimation in multivariate analysis (62H12)
Cites Work
- Instrumental Variables Regression with Weak Instruments
- A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
- Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation
- A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- GMM with Weak Identification
- Consistent Estimation with a Large Number of Weak Instruments
- A Conditional Likelihood Ratio Test for Structural Models
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Discontinuities of weak instrument limiting distributions.
- Detecting lack of identification in GMM
- Are ``nearly exogenous instruments reliable?
- Efficient GMM with nearly-weak instruments
- The validity of instruments revisited
- Testing, Estimation in GMM and CUE with Nearly-Weak Identification
- Convergency and divergency of functional coefficient weak instrumental variables models
Cited In (9)
- Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment
- Regression calibration with instrumental variables for longitudinal models with interaction terms, and application to air pollution studies
- Double filter instrumental variable estimation of panel data models with weakly exogenous variables
- Semiparametric estimation of partially varying-coefficient dynamic panel data models
- On the estimation and testing of fixed effects panel data models with weak instruments
- Instrumental Variables Regression with Weak Instruments
- Long difference instrumental variables estimation for dynamic panel models with fixed effects
- Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information
- Panel structural modeling with weak instrumentation and covariance restrictions
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