Pages that link to "Item:Q5393895"
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The following pages link to Consistent Estimation with a Large Number of Weak Instruments (Q5393895):
Displayed 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Instrumental variables: an econometrician's perspective (Q252714) (← 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)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- How strong is strong enough? Strengthening instruments through matching and weak instrument tests (Q312976) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Instrumental variable estimation in functional linear models (Q494183) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← 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)
- 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)
- Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments (Q738049) (← links)
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← 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)
- Linear instrumental variables model averaging estimation (Q1621352) (← 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)
- Detecting invalid instruments using \(L_{1}\)-GMM (Q1934944) (← links)
- A comparison of bias approximations for the two-stage least squares (2SLS) estimator (Q1942881) (← links)
- Debiased inverse-variance weighted estimator in two-sample summary-data Mendelian randomization (Q2054477) (← links)
- The GENIUS approach to robust Mendelian randomization inference (Q2075701) (← links)
- Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Structural inference from reduced forms with many instruments (Q2398603) (← links)
- Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
- Robust adaptive rate-optimal testing for the white noise hypothesis (Q2442454) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- A solution to the weak instrument bias in 2SLS estimation: indirect inference with stochastic approximation (Q2446276) (← links)
- Efficient GMM estimation of spatial dynamic panel data models with fixed effects (Q2451772) (← links)
- Conditional moment models under semi-strong identification (Q2451801) (← links)
- Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
- Consistent estimation with many moment inequalities (Q2511801) (← links)
- Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
- PANEL STRUCTURAL MODELING WITH WEAK INSTRUMENTATION AND COVARIANCE RESTRICTIONS (Q2878820) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)
- SPECIFICATION TESTING IN MODELS WITH MANY INSTRUMENTS (Q3168876) (← links)
- OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE (Q3181948) (← links)