Pages that link to "Item:Q4340688"

The following pages link to Instrumental Variables Regression with Weak Instruments (Q4340688):

Displaying 50 items.

• Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares (Q2398611) (← links)
• Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← 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)
• Estimation uncertainty in structural inflation models with real wage rigidities (Q2445709) (← links)
• Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
• Conditional moment models under semi-strong identification (Q2451801) (← links)
• Optimal estimation of cointegrated systems with irrelevant instruments (Q2511780) (← links)
• Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
• Tests based on \(t\)-statistics for IV regression with weak instruments (Q2511804) (← links)
• Identification robust inference in cointegrating regressions (Q2511806) (← links)
• Semiparametric tests of conditional moment restrictions under weak or partial identification (Q2628858) (← links)
• Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
• Finite sample inference for quantile regression models (Q2630070) (← links)
• Tests with correct size when instruments can be arbitrarily weak (Q2630073) (← links)
• A weak instrument \(F\)-test in linear IV models with multiple endogenous variables (Q2635039) (← links)
• On-the-job human capital investment and intertemporal substitution: new evidence on intertemporal substitution elasticity (Q2654403) (← links)
• Assessing consumer demand with noisy neural measurements (Q2658776) (← links)
• An incidental parameters free inference approach for panels with common shocks (Q2673194) (← links)
• Factor models with many assets: strong factors, weak factors, and the two-pass procedure (Q2673198) (← links)
• Methods for strengthening a weak instrument in the case of a persistent treatment (Q2697015) (← links)
• Reprint of: Initial conditions and moment restrictions in dynamic panel data models (Q2697963) (← links)
• GMM estimation and uniform subvector inference with possible identification failure (Q2878810) (← links)
• Panel structural modeling with weak instrumentation and covariance restrictions (Q2878820) (← links)
• Rank tests for instrumental variables regression with weak instruments (Q2886976) (← links)
• Distribution and capacity utilization: conceptual issues and empirical evidence (Q2892596) (← links)
• Using multiple genetic variants as instrumental variables for modifiable risk factors (Q2894105) (← links)
• A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION (Q2995423) (← links)
• Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
• PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
• OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE (Q3181948) (← links)
• ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION (Q3181949) (← links)
• EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL (Q3181956) (← links)
• EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY (Q3181957) (← links)
• Doubly robust instrumental variable regression (Q3223863) (← links)
• ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (Q3224038) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
• Efficient GMM with nearly-weak instruments (Q3406057) (← links)
• More on monotone instrumental variables (Q3406059) (← links)
• YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS (Q3408525) (← links)
• A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION (Q3408527) (← links)
• Robust, Accurate Confidence Intervals with a Weak Instrument: Quarter of Birth and Education (Q3409810) (← links)
• SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
• Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
• Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
• ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
• The weak instrument problem of the system GMM estimator in dynamic panel data models (Q3563653) (← links)
• Assessing the magnitude of the concentration parameter in a simultaneous equations model (Q3566436) (← links)
• THE ASYMPTOTIC DISTRIBUTION OF THE LIML ESTIMATOR IN A PARTIALLY IDENTIFIED STRUCTURAL EQUATION (Q3577706) (← links)
• Evaluating the Effect of Education on Earnings: Models, Methods and Results from the National Child Development Survey (Q3592399) (← links)