Over-identified doubly robust identification and estimation
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Publication:6163265
DOI10.1016/J.JECONOM.2022.01.009OpenAlexW3024880222MaRDI QIDQ6163265
Arthur Lewbel, Zhuzhu Zhou, Jin Young Choi
Publication date: 9 June 2023
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: http://fmwww.bc.edu/EC-P/wp1003.pdf
generalized method of momentsparametric modelsinstrumental variablesaverage treatment effectsdoubly robust estimation
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
Cites Work
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- Estimation of Regression Coefficients When Some Regressors Are Not Always Observed
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- Covariance Matrix Estimation and the Power of the Overidentifying Restrictions Test
- Adjusting for Nonignorable Drop-Out Using Semiparametric Nonresponse Models
- Overidentification in Regular Models
- ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION
- Least Squares Model Averaging
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Consistent model and moment selection procedures for GMM estimation with application to dynamic panel data models
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