ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
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Publication:5349013
DOI10.1017/S0266466616000165zbMath1441.62583MaRDI QIDQ5349013
Stanislav Anatolyev, Pavel Yaskov
Publication date: 22 August 2017
Published in: Econometric Theory (Search for Journal in Brave)
Related Items (9)
On the Spectrum of Sample Covariance Matrices for Time Series ⋮ 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 ⋮ 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 ⋮ INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS ⋮ Likelihood ratio tests under model misspecification in high dimensions
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