Robust estimation with many instruments
From MaRDI portal
Recommendations
- A natural robustification of the ordinary instrumental variables estimator
- Random Effects Estimators with many Instrumental Variables
- Minimum distance approach to inference with many instruments
- Instrumental variable estimation with heteroskedasticity and many instruments
- On B-robust instrumental variable estimation of the linear model with panel data.
Cites work
- A new method of normal approximation
- A New Specification Test for the Validity of Instrumental Variables
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Approximate Distributions of k-Class Estimators when the Degree of Overidentifiability is Large Compared with the Sample Size
- Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
- Asymptotic Expansions of the Distributions of Estimators in a Linear Functional Relationship and Simultaneous Equations
- Bootstrap inference for instrumental variable models with many weak instruments
- Can we trust the bootstrap in high-dimensions? The case of linear models
- Consistent Estimation with a Large Number of Weak Instruments
- Efficient Estimation of Models with Conditional Moment Restrictions Containing Unknown Functions
- Efficient Instrumental Variables Estimation of Nonlinear Models
- Estimation of Semiparametric Models when the Criterion Function Is Not Smooth
- Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models
- Generalized Method of Moments With Many Weak Moment Conditions
- scientific article; zbMATH DE number 3930130 (Why is no real title available?)
- scientific article; zbMATH DE number 3336465 (Why is no real title available?)
- Instrumental quantile regression inference for structural and treatment effect models
- Instrumental variable estimation based on grouped data
- Instrumental variable estimation with heteroskedasticity and many instruments
- Instrumental variables estimation with flexible distributions
- Instrumental variables estimation with many weak instruments using regularized JIVE
- Instrumental Variables Regression with Weak Instruments
- Large Sample Properties of Generalized Method of Moments Estimators
- Leave‐Out Estimation of Variance Components
- Minimum distance approach to inference with many instruments
- On robust regression with high-dimensional predictors
- On the asymptotic optimality of the LIML estimator with possibly many instruments
- Optimal inference for instrumental variables regression with non-Gaussian errors
- OPTIMAL INFERENCE WITH MANY INSTRUMENTS
- OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
- Random Effects Estimators with many Instrumental Variables
- Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
- Robust Estimation of a Location Parameter
- Robust regression: Asymptotics, conjectures and Monte Carlo
- Robust Statistics
- Simulation and the Asymptotics of Optimization Estimators
- Some Properties of a Modification of the Limited Information Estimator
- Sparse models and methods for optimal instruments with an application to eminent domain
- The Asymptotic Normality of Two-Stage Least Absolute Deviations Estimators
- The Asymptotic Variance of Semiparametric Estimators
- Two Stage Least Absolute Deviations Estimators
- Two-stage regression quantiles and two-stage trimmed least squares estimators for structural equation models
Cited in
(9)- Simple many-instruments robust standard errors through concentrated instrumental variables
- A natural robustification of the ordinary instrumental variables estimator
- Limit theorems for factor models
- A robust Hausman-Taylor estimator
- A conditional linear combination test with many weak instruments
- Testing many restrictions under heteroskedasticity
- Instrumental variable estimation with first-stage heterogeneity
- Linear regression with weak exogeneity
- Weak identification with many instruments
This page was built for publication: Robust estimation with many instruments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2294456)
