Pages that link to "Item:Q5799108"
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The following pages link to The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations (Q5799108):
Displaying 50 items.
- Origins of the limited information maximum likelihood and two-stage least squares estimators (Q262789) (← links)
- Testing with many weak instruments (Q277151) (← links)
- Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
- Performance of conditional Wald tests in IV regression with weak instruments (Q280234) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Reduced rank regression for blocks of simultaneous equations (Q291844) (← links)
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities (Q295704) (← links)
- Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (Q299216) (← links)
- Tests of risk premia in linear factor models (Q302111) (← links)
- CUE with many weak instruments and nearly singular design (Q528057) (← links)
- Bayesian model averaging in the instrumental variable regression model (Q528106) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497) (← 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)
- 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)
- The validity of instruments revisited (Q738120) (← links)
- Statistical inference for panel dynamic simultaneous equations models (Q888331) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- Two reduced-form approaches to the derivation of the maximum-likelihood estimators for simultaneous-equation systems (Q1058254) (← links)
- Generalized method of moments specification testing (Q1084826) (← links)
- Bayesian reduced rank regression in econometrics (Q1126468) (← links)
- Finite-sample properties of single-equation estimators under structural change (Q1194028) (← links)
- Tests of overidentification and predeterminedness in simultaneous equation models (Q1203082) (← links)
- Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
- Specification tests in simultaneous equations systems (Q1341189) (← links)
- Simple many-instruments robust standard errors through concentrated instrumental variables (Q1668631) (← 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)
- The graph of the k-class estimator. An algebraic and statistical interpretation (Q1847130) (← links)
- Bayesian and classical approaches to instrumental variable regression (Q1870095) (← links)
- An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
- Statistical inference for single-index-driven varying-coefficient time series model with explanatory variables (Q2047428) (← links)
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) (← links)
- The limited information maximum likelihood approach to dynamic panel structural equation models (Q2255166) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares (Q2398611) (← links)
- Testing parametric models in the presence of instrumental variables (Q2483433) (← links)
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
- Some distribution-free small samples methods for interval estimation and hypothesis testing in linear shock models (Q2547431) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
- Econometric inflation targeting (Q4458368) (← links)
- LAUDATIO ON THE OCCASION OF THE INVESTITURE OF PROFESSOR JOHN DENIS SARGAN WITH THE DEGREE OF DOCTOR HONORIS CAUSA OF THE UNIVERSIDAD CARLOS III, 2 February 1993 (Q4561963) (← links)
- FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC (Q4561979) (← links)
- INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
- Weak Instrumental Variables Models for Longitudinal Data (Q5080152) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- MY REMINISCENCES OF TRYGVE HAAVELMO AT THE COWLES COMMISSION (Q5177928) (← links)
