The following pages link to (Q3339994):
Displaying 31 items.
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- A cautionary note on tests of overidentifying restrictions (Q433204) (← links)
- Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
- On the equivalence of instrumental variables estimators for linear models (Q529797) (← links)
- Simultaneous equations with covariance restrictions (Q909403) (← links)
- Efficient estimation of limited dependent variable models with endogenous explanatory variables (Q1097623) (← links)
- Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations (Q1186050) (← links)
- Specification tests in simultaneous equations systems (Q1341189) (← links)
- Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545) (← links)
- Endogeneity bias modeling using observables (Q1672854) (← links)
- Bayesian and classical approaches to instrumental variable regression (Q1870095) (← links)
- Efficient inference on cointegration parameters in structural error correction models (Q1899244) (← links)
- Two stage least squares estimation in structural cointegration models (Q1962770) (← links)
- Three-stage semi-parametric inference: control variables and differentiability (Q2000862) (← links)
- Bayesian endogeneity bias modeling (Q2016001) (← links)
- Adaptive hierarchical priors for high-dimensional vector autoregressions (Q2323380) (← links)
- Multilevel simultaneous equation model: a novel specification and estimation approach (Q2332699) (← links)
- A recursive three-stage least squares method for large-scale systems of simultaneous equations (Q2412701) (← links)
- Amemiya‘s generalized least squares and tests of overidentification in simultaneous equation models with qualitative or limited dependent variables (Q4031298) (← links)
- A systems approach to the calibration of deterministic dynamic nonlinear simultaneous equation models with incomplete data (Q4842342) (← links)
- (Q4999036) (← links)
- A flexible instrumental variable approach (Q5193325) (← links)
- An IV estimator for a functional coefficient model with endogenous discrete treatments (Q5862425) (← links)
- On independence conditions in nonseparable models: observable and unobservable instruments (Q5964704) (← links)
- How do women on corporate boards shape corporate social performance? Evidence drawn from semiparametric regression (Q6148800) (← links)
- On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference (Q6163271) (← links)
- Multilevel mediation analysis with structured unmeasured mediator-outcome confounding (Q6166883) (← links)
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (Q6199649) (← links)
- Empirical strategies in economics: illuminating the path from cause to effect (Q6536491) (← links)
- A weighted average limited information maximum likelihood estimator (Q6581289) (← links)
