Pages that link to "Item:Q3564695"
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The following pages link to Constructing Optimal Instruments by First-Stage Prediction Averaging (Q3564695):
Displaying 29 items.
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- On the dominance of Mallows model averaging estimator over ordinary least squares estimator (Q1668226) (← links)
- Jackknife model averaging for quantile regressions (Q2354857) (← links)
- Model averaging by jackknife criterion in models with dependent data (Q2439862) (← links)
- Methods for strengthening a weak instrument in the case of a persistent treatment (Q2697015) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- Model averaging, asymptotic risk, and regressor groups (Q4586211) (← links)
- A NEW STUDY ON ASYMPTOTIC OPTIMALITY OF LEAST SQUARES MODEL AVERAGING (Q4993892) (← links)
- Instrumental variable estimation of factor models with possibly many variables (Q5085967) (← links)
- Moment and IV Selection Approaches: A Comparative Simulation Study (Q5864513) (← links)
- Generalized Least Squares Model Averaging (Q5864519) (← links)
- Stein-like 2SLS estimator (Q5864651) (← links)
- COMPLETE SUBSET AVERAGING FOR QUANTILE REGRESSIONS (Q5880806) (← links)
- Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
- A model‐averaging treatment of multiple instruments in Poisson models with errors (Q6059437) (← links)
- Model averaging for estimating treatment effects (Q6138753) (← links)
- A conditional linear combination test with many weak instruments (Q6152636) (← links)
- Over-identified doubly robust identification and estimation (Q6163265) (← links)
- Instrumental variable estimation with first-stage heterogeneity (Q6199657) (← links)
- Nested model averaging on solution path for high-dimensional linear regression (Q6541615) (← links)
- Regularized estimation of dynamic panel models (Q6542446) (← links)
- A weighted average limited information maximum likelihood estimator (Q6581289) (← links)
- Model Averaging for Nonlinear Regression Models (Q6620902) (← links)
- Structural Equation Model Averaging: Methodology and Application (Q6620905) (← links)
- Instrumental variable model average with applications in Mendelian randomization (Q6626879) (← links)
