Pages that link to "Item:Q3644910"
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The following pages link to Generalized Method of Moments With Many Weak Moment Conditions (Q3644910):
Displaying 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood (Q280210) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Panel data models with multiple time-varying individual effects (Q386936) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Inference in regression models with many regressors (Q528054) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- Properties of the CUE estimator and a modification with moments (Q738045) (← links)
- Hahn-Hausman test as a specification test (Q738140) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment (Q1728677) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- The GENIUS approach to robust Mendelian randomization inference (Q2075701) (← links)
- Contemporaneous statistics for estimation in stochastic actor-oriented co-evolution models (Q2177743) (← links)
- Testing identification strength (Q2227047) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- On rank estimators in increasing dimensions (Q2294449) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
- Conditional moment models under semi-strong identification (Q2451801) (← links)
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
- Consistent estimation with many moment inequalities (Q2511801) (← links)
- The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
- Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
- An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
- Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
- High dimensional semiparametric moment restriction models (Q2682952) (← links)
- A test for Kronecker product structure covariance matrix (Q2688652) (← links)
- CONSISTENT VARIANCE OF THE LAPLACE-TYPE ESTIMATORS: APPLICATION TO DSGE MODELS (Q2812315) (← links)
- Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
- Count Data Models with Correlated Unobserved Heterogeneity (Q3103130) (← links)
- The weak instrument problem of the system GMM estimator in dynamic panel data models (Q3563653) (← links)
- ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
- INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments (Q5242480) (← links)
- Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS (Q5397671) (← links)
- Estimation of time-invariant effects in static panel data models (Q5860898) (← links)
- Testing initial conditions in dynamic panel data models (Q5860980) (← links)
- Identification strength with a large number of moments (Q5861019) (← links)
- Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
