ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
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Publication:5349013
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Cites work
- A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
- A Review on the Inverse of Symmetric Tridiagonal and Block Tridiagonal Matrices
- A short proof of Paouris' inequality
- Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity
- Bootstrap inference for instrumental variable models with many weak instruments
- Controlling the least eigenvalue of a random Gram matrix
- Convex set functions in d-space
- Eigenvalue distribution of large random matrices
- Hahn-Hausman test as a specification test
- Inference in regression models with many regressors
- Instrumental variable estimation based on grouped data
- Instrumental variable estimation with heteroskedasticity and many instruments
- Instrumental variables estimation and inference in the presence of many exogenous regressors
- Jackknife instrumental variable estimation with heteroskedasticity
- Log-concave probability and its applications
- Log-concavity and strong log-concavity: a review
- Lower bounds on the smallest eigenvalue of a sample covariance matrix.
- Many instruments asymptotic approximations under nonnormal error distributions
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments
- On the asymptotic optimality of the LIML estimator with possibly many instruments
- Specification testing in models with many instruments
- Spectral analysis of large dimensional random matrices
- The concentration of measure phenomenon
Cited in
(16)- Residual bootstrap tests in linear models with many regressors
- On bootstrap validity for specification testing with many weak instruments
- LLN for quadratic forms of long memory time series and its applications in random matrix theory
- Likelihood ratio tests under model misspecification in high dimensions
- On asymptotic constancy of diagonal elements of a random orthogonal projection
- On the spectrum of sample covariance matrices for time series
- Inference in instrumental variable models with heteroskedasticity and many instruments
- Joint inference based on Stein-type averaging estimators in the linear regression model
- Fluctuations of the diagonal entries of a large sample precision matrix
- On Sufficient Conditions in the Marchenko--Pastur Theorem
- Off-diagonal elements of projection matrices and dimension asymptotics
- Log determinant of large correlation matrices under infinite fourth moment
- A Ridge-Regularized Jackknifed Anderson-Rubin Test
- Testing for peer effects without specifying the network structure
- Spectra of large dimensional random Gram matrices under partial dependence
- Higher-order approximation of IV estimators with invalid instruments
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