Pages that link to "Item:Q4531032"
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The following pages link to Choosing the Number of Instruments (Q4531032):
Displaying 50 items.
- EFFICIENT ESTIMATION USING THE CHARACTERISTIC FUNCTION (Q61344) (← links)
- High dimensional stochastic regression with latent factors, endogeneity and nonlinearity (Q82524) (← 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)
- 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)
- Symmetry-based inference in an instrumental variable setting (Q290937) (← links)
- Efficient forecast tests for conditional policy forecasts (Q299222) (← links)
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Choice of weights in FMA estimators under general parametric models (Q362530) (← links)
- Efficient estimation of general dynamic models with a continuum of moment conditions (Q451261) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Regularized LIML for many instruments (Q494179) (← 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)
- A regularization approach to the many instruments problem (Q528055) (← links)
- Kernel-weighted GMM estimators for linear time series models (Q528056) (← 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)
- Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
- The analysis of multivariate longitudinal data using multivariate marginal models (Q900834) (← 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)
- Choosing the optimal set of instruments from large instrument sets (Q1010397) (← links)
- The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identifica\-tion (Q1046248) (← links)
- A comparative study of three data-based methods of instrument selection (Q1046302) (← links)
- Empirical likelihood estimation and consistent tests with conditional moment restrictions (Q1410565) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- Minimum distance approach to inference with many instruments (Q1745618) (← links)
- An efficient marginal integration estimator of a semiparametric additive modelling (Q1771486) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- Analysis of interactive fixed effects dynamic linear panel regression with measurement error (Q1925892) (← links)
- Asymptotic properties of the Hahn-Hausman test for weak-instruments (Q1928716) (← links)
- GMM quantile regression (Q2172015) (← links)
- Higher order mean squared error of generalized method of moments estimators for nonlinear models (Q2320739) (← links)
- Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
- Tests based on \(t\)-statistics for IV regression with weak instruments (Q2511804) (← links)
- The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
- Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
- Estimation of spillover effects with matched data or longitudinal network data (Q2693954) (← links)
- AVERAGING OF AN INCREASING NUMBER OF MOMENT CONDITION ESTIMATORS (Q2786680) (← links)
- Shrinkage Empirical Likelihood Estimator in Longitudinal Analysis with Time‐Dependent Covariates—Application to Modeling the Health of Filipino Children (Q2861948) (← links)
- ON THE ASYMPTOTIC EFFICIENCY OF GMM (Q2878813) (← links)
- Using multiple genetic variants as instrumental variables for modifiable risk factors (Q2894105) (← links)
