Pages that link to "Item:Q4181166"

The following pages link to Evaluation of the Distribution Function of the Two-Stage Least Squares Estimate (Q4181166):

Displaying 17 items.

• Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
• Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
• Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
• A simple derivation of the limited information maximum likelihood estimator (Q356643) (← links)
• The second-order bias and mean squared error of estimators in time-series models (Q451269) (← links)
• On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
• A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics (Q756349) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• A comparison of estimators for undersized samples (Q1145464) (← links)
• Finite-sample properties of single-equation estimators under structural change (Q1194028) (← links)
• Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables (Q1584773) (← links)
• Further consequences of viewing LIML as an iterated Aitken estimator. (Q1586545) (← links)
• Bayesian and classical approaches to instrumental variable regression (Q1870095) (← links)
• Finite-sample properties of limited-iinformation estimators in misspecified simultaneous equation models (Q3135457) (← links)
• A Consistent Method for the Selection of Relevant Instruments (Q4414351) (← links)
• Second order approximation in a linear regression with heteroskedasticity of unknown form (Q4883723) (← links)
• Adaptive <i>k</i>-class estimation in high-dimensional linear models (Q5086364) (← links)