Pages that link to "Item:Q4301030"
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The following pages link to Alternative Approximations to the Distributions of Instrumental Variable Estimators (Q4301030):
Displayed 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- A doubly corrected robust variance estimator for linear GMM (Q98316) (← links)
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Testing with many weak instruments (Q277151) (← links)
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
- Symmetry-based inference in an instrumental variable setting (Q290937) (← links)
- A semi-parametric Bayesian approach to the instrumental variable problem (Q292158) (← links)
- Tests of risk premia in linear factor models (Q302111) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
- Inference in regression models with many regressors (Q528054) (← links)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel (Q530945) (← links)
- On the consistency of the LIML estimator of a spatial autoregressive model with many instruments (Q694923) (← links)
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- GMM estimation of social interaction models with centrality (Q736691) (← links)
- The Hausman test and weak instruments (Q737285) (← links)
- Properties of the CUE estimator and a modification with moments (Q738045) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
- Hahn-Hausman test as a specification test (Q738140) (← links)
- Instrument endogeneity and identification-robust tests: some analytical results (Q928899) (← links)
- Cross-sectional averaging and instrumental variable estimation with many weak instruments (Q991338) (← links)
- A maximum likelihood method for the incidental parameter problem (Q1043759) (← links)
- The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identifica\-tion (Q1046248) (← links)
- Simple many-instruments robust standard errors through concentrated instrumental variables (Q1668631) (← 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)
- Minimum distance approach to inference with many instruments (Q1745618) (← links)
- On bootstrap validity for specification testing with many weak instruments (Q1782317) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
- A comparison of bias approximations for the two-stage least squares (2SLS) estimator (Q1942881) (← links)
- Approximate least squares estimation for spatial autoregressive models with covariates (Q2008130) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- (Consistently) testing strict exogeneity against the alternative of predeterminedness in linear time-series models (Q2208685) (← links)
- Parameter orthogonalization and Bayesian inference with many instruments (Q2275668) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
- Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
- Conditional moment models under semi-strong identification (Q2451801) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)