Pages that link to "Item:Q4340688"
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The following pages link to Instrumental Variables Regression with Weak Instruments (Q4340688):
Displaying 50 items.
- Decomposing Treatment Effect Variation (Q75398) (← links)
- Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- A finite sample correction for the variance of linear efficient two-step GMM estimators (Q98312) (← links)
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Correcting for measurement error in latent variables used as predictors (Q262400) (← links)
- Randomization, endogeneity and laboratory experiments: the role of cash balances in private value auctions (Q262727) (← links)
- Estimating dynamic models from repeated cross-sections (Q262800) (← links)
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← 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)
- The zero-information-limit condition and spurious inference in weakly identified models (Q277154) (← links)
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
- A simple ordered data estimator for inverse density weighted expectations (Q278245) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Performance of conditional Wald tests in IV regression with weak instruments (Q280234) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- On the shape of posterior densities and credible sets in instrumental variable regression models with reduced rank: an application of flexible sampling methods using neural networks (Q280238) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← 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)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments (Q290947) (← links)
- Efficient estimation and inference in linear pseudo-panel data models (Q290972) (← links)
- Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- A semi-parametric Bayesian approach to the instrumental variable problem (Q292158) (← links)
- Efficiency in public schools: does competition matter? (Q295561) (← links)
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities (Q295704) (← links)
- Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (Q299216) (← links)
- Efficient forecast tests for conditional policy forecasts (Q299222) (← links)
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- Tests of risk premia in linear factor models (Q302111) (← links)
- Nonparametric instrumental variable estimation in practice (Q312371) (← links)
- How strong is strong enough? Strengthening instruments through matching and weak instrument tests (Q312976) (← links)
- Frequentist model averaging for linear mixed-effects models (Q372223) (← links)
- \(R\)-estimates vs. GMM: a theoretical case study of validity and efficiency (Q449734) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Asymptotics of the principal components estimator of large factor models with weakly influential factors (Q527936) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Comparing IV with structural models: what simple IV can and cannot identify (Q530913) (← links)
- On the precision of Calvo parameter estimates in structural NKPC models (Q602853) (← links)