CUE with many weak instruments and nearly singular design
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Cites work
- scientific article; zbMATH DE number 49700 (Why is no real title available?)
- scientific article; zbMATH DE number 2230055 (Why is no real title available?)
- Asymptotics for Lasso-type estimators.
- Consistent Estimation with a Large Number of Weak Instruments
- Efficient estimation of general dynamic models with a continuum of moment conditions
- Estimating Vector Autoregressions with Panel Data
- GMM with Many Moment Conditions
- Generalization of GMM to a continuum of moment conditions
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Generalized Method of Moments With Many Weak Moment Conditions
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- LASSO-TYPE GMM ESTIMATOR
- Nearly-singular design in GMM and generalized empirical likelihood estimators
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- SHRINKAGE ESTIMATION FOR NEARLY SINGULAR DESIGNS
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- The Range of the Adjugate Map
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