Pages that link to "Item:Q1019965"
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The following pages link to The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations (Q1019965):
Displaying 9 items.
- On the precision of Calvo parameter estimates in structural NKPC models (Q602853) (← links)
- Finite sample multivariate tests of asset pricing models with coskewness (Q961393) (← links)
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (Q1023649) (← links)
- Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation (Q1927137) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- Estimation uncertainty in structural inflation models with real wage rigidities (Q2445709) (← links)
- SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
- The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model (Q5860903) (← links)
- Near exogeneity, weak identification and specification testing: Some asymptotic results (Q5866060) (← links)
