Pages that link to "Item:Q5788954"
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The following pages link to Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations (Q5788954):
Displaying 50 items.
- Regularizing Double Machine Learning in Partially Linear Endogenous Models (Q115460) (← links)
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Instrumental variables: an econometrician's perspective (Q252714) (← links)
- Origins of the limited information maximum likelihood and two-stage least squares estimators (Q262789) (← links)
- The zero-information-limit condition and spurious inference in weakly identified models (Q277154) (← links)
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← 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)
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments (Q290947) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Reduced rank regression for blocks of simultaneous equations (Q291844) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- A semi-parametric Bayesian approach to the instrumental variable problem (Q292158) (← links)
- Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities (Q295704) (← links)
- Efficient forecast tests for conditional policy forecasts (Q299222) (← links)
- On the statistical identification of DSGE models (Q302169) (← links)
- A simple derivation of the limited information maximum likelihood estimator (Q356643) (← links)
- On the classical nature of the Wu-Hausman statistics for the independence of stochastic regressors and disturbance (Q374783) (← links)
- Wald tests for the independence of stochastic variables and disturbance of a single linear stochastic simultaneous equation (Q375034) (← links)
- Underidentification? (Q528042) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- A user-knowledge-based variable selection method for limited information maximum likelihood using principal components (Q673734) (← links)
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- Robust confidence sets in the presence of weak instruments (Q736516) (← links)
- The LIML estimator has finite moments! (Q736531) (← links)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments (Q738046) (← links)
- Some properties of the LIML estimator in a dynamic panel structural equation (Q738111) (← links)
- Optimal inference for instrumental variables regression with non-Gaussian errors (Q738130) (← links)
- A unified approach to estimation and orthogonality tests in linear single-equation econometric models (Q749147) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Instrument endogeneity and identification-robust tests: some analytical results (Q928899) (← links)
- Reduced-rank regression: a useful determinant identity (Q928904) (← links)
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (Q1023649) (← links)
- Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations (Q1026361) (← links)
- Bayesian reduced rank regression in econometrics (Q1126468) (← links)
- A reinterpretation of the tests of overidentifying restrictions (Q1126482) (← links)
- Decision rules for the choice of structural equations (Q1170000) (← links)
- Finite-sample properties of single-equation estimators under structural change (Q1194028) (← links)
- Optimizing in the class of Fuller modified limited information maximum likelihood estimators (Q1206451) (← links)
- The structure of simultaneous equations estimators (Q1224409) (← links)
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior (Q1305651) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- Specification tests in simultaneous equations systems (Q1341189) (← links)
- Finite sample moments results for the quasi-FIML estimator of the reduced form: The linear case (Q1377314) (← links)
- Asymptotic probability concentrations and finite sample properties of modified LIML estimators for equations with more than two endogeneous variables (Q1584773) (← links)
