Pages that link to "Item:Q5674272"
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The following pages link to The Existence of Moments of the Ordinary Least Squares and Two-Stage Least Squares Estimators (Q5674272):
Displayed 16 items.
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- A note on estimating and testing exogenous variable coefficient estimators in simultaneous equation models (Q374948) (← links)
- Monte Carlo studies on the effectiveness of the bootstrap bias reduction method on 2SLS estimates (Q899756) (← links)
- On the existence of moments of partially restricted reduced form coefficients (Q1150225) (← links)
- Some large-concentration-parameter asymptotics for the k-class estimators (Q1215242) (← links)
- The existence of moments of some simple Bayes estimators of coefficients in a simultaneous equation model (Q1249003) (← links)
- Relative efficiencies of some simple Bayes estimators of coefficients in a dynamic equation with serially correlated errors. II (Q1251045) (← links)
- Optimal instruments when the disturbances are small (Q1256826) (← links)
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior (Q1305651) (← links)
- Additive nonparametric instrumental regressions: a guide to implementation (Q1669826) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- A monte carlo study of collinearity in linear simultaneous equation models<sup>∗</sup> (Q3135454) (← links)
- All asymptotic justification for using a uackreiifed two stage least squares estimator for sias reduction in a simultaneous equation model (Q3902376) (← links)
- The existence of moments of ridge-like k-class and partially restricted reduced form estimators (Q3969727) (← links)
- A Parametric approach to the Estimation of Cointegration Vectors in Panel Data (Q5466755) (← links)
- Peer effects and endogenous social interactions (Q6108296) (← links)