The following pages link to (Q5309188):
Displaying 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Performance of conditional Wald tests in IV regression with weak instruments (Q280234) (← links)
- Efficient forecast tests for conditional policy forecasts (Q299222) (← links)
- How strong is strong enough? Strengthening instruments through matching and weak instrument tests (Q312976) (← links)
- A nonhomogeneous hidden Markov model of response dynamics and mailing optimization in direct marketing (Q323199) (← links)
- Unexplained factors and their effects on second pass \(R\)-squared's (Q496150) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Extreme eigenvalue distributions of some complex correlated non-central Wishart and gamma-Wishart random matrices (Q632757) (← links)
- The Fed's monetary policy rule and U.S. Inflation: The case of asymmetric preferences (Q959732) (← links)
- Cross-sectional averaging and instrumental variable estimation with many weak instruments (Q991338) (← links)
- Econometric issues in the analysis of contagion (Q1017035) (← links)
- On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← 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)
- Asymptotic properties of the Hahn-Hausman test for weak-instruments (Q1928716) (← links)
- A characterization of invariant tests for identification in linear structural equations (Q1934684) (← links)
- A comparison of bias approximations for the two-stage least squares (2SLS) estimator (Q1942881) (← links)
- Extremal quantile treatment effects (Q1990599) (← links)
- A unified model-implied instrumental variable approach for structural equation modeling with mixed variables (Q2066602) (← links)
- Practical steps to improve specification testing (Q2086146) (← links)
- Revisiting intertemporal elasticity of substitution in a sticky price model (Q2102855) (← links)
- Inequality, poverty and the composition of redistribution (Q2103593) (← links)
- African asylum seekers in Europe: The interplay between foreign aid and governance in origin countries (Q2121113) (← links)
- Estimating mode effects from a sequential mixed-mode experiment using structural moment models (Q2170411) (← links)
- Analytical formulae for accurately sized \(t\)-tests in the single instrument case (Q2179784) (← links)
- Predicting the VIX and the volatility risk premium: the role of short-run funding spreads volatility factors (Q2224982) (← links)
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) (← links)
- Testing identification strength (Q2227047) (← links)
- Inference in structural vector autoregressions identified with an external instrument (Q2236882) (← links)
- A Monte Carlo study of growth regressions (Q2269009) (← links)
- Market access, labor mobility, and the wage skill premium: new evidence from Chinese cities (Q2281262) (← links)
- Rehabilitation and social behavior: experiments in prison (Q2291167) (← links)
- An instrumental variables design for the effect of emergency general surgery (Q2325005) (← links)
- Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares (Q2398611) (← links)
- EMU, EU, market integration and consumption smoothing (Q2416042) (← links)
- External imbalances and fiscal fragility in the euro area (Q2416053) (← links)
- Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models (Q2443315) (← links)
- A weak instrument \(F\)-test in linear IV models with multiple endogenous variables (Q2635039) (← links)
- Endogenous network production functions with selectivity (Q2635040) (← links)
- Estimation of asymmetric responses of U.S. retail fuel prices to changes in input prices based on a linear exponential adjustment cost approach (Q2673300) (← links)
- Treatment effects in interactive fixed effects models with a small number of time periods (Q2688658) (← links)
- Maximum likelihood estimation of stochastic frontier models with endogeneity (Q2697976) (← links)
- Information Theoretic and Entropy Methods: An Overview (Q3518450) (← links)
- Two-Stage Bayesian Model Averaging in Endogenous Variable Models (Q5080440) (← links)
- On the Use of the Lasso for Instrumental Variables Estimation with Some Invalid Instruments (Q5242480) (← links)
- OLS and IV estimation of regression models including endogenous interaction terms (Q5860946) (← links)
- Binary outcomes, OLS, 2SLS and IV probit (Q5867573) (← links)
