Pages that link to "Item:Q4340688"

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

Displaying 50 items.

• On the precision of Calvo parameter estimates in structural NKPC models (Q602853) (← links)
• Investigating the asymptotic properties of import elasticity estimates (Q608856) (← links)
• A note on transformed likelihood approach in linear dynamic panel models (Q719008) (← links)
• Testing the correlated random coefficient model (Q736669) (← links)
• Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
• The Hausman test and weak instruments (Q737285) (← links)
• A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← 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)
• Optimal inference for instrumental variables regression with non-Gaussian errors (Q738130) (← links)
• Hahn-Hausman test as a specification test (Q738140) (← links)
• SMEs, growth, and poverty: cross-country evidence (Q814991) (← links)
• Large shareholders, control contestability and firm productive efficiency (Q828862) (← links)
• Death and development (Q928705) (← links)
• Instrument endogeneity and identification-robust tests: some analytical results (Q928899) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
• Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks (Q957214) (← links)
• Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
• Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
• Cross-sectional averaging and instrumental variable estimation with many weak instruments (Q991338) (← links)
• Quasi-experimental and experimental approaches to environmental economics (Q1015017) (← links)
• The asymptotic and finite sample distributions of OLS and simple IV in simultaneous equations (Q1019965) (← links)
• Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (Q1023649) (← links)
• Panel data with errors-in-variables: essential and redundant orthogonality conditions in GMM-estimation (Q1128920) (← links)
• The marginal cost-effectiveness of medical technology: A panel instrumental-variables approach (Q1361996) (← links)
• Bootstrapping Hausman's exogeneity test (Q1392153) (← links)
• Asymptotic inference in time series regressions with a unit root and infinite variance errors (Q1400136) (← links)
• Effective nonparametric estimation in the case of severely discretized data (Q1414628) (← links)
• Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
• A quasi-differencing approach to dynamic modelling from a time series of independent cross-sections (Q1586555) (← links)
• An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models (Q1586562) (← links)
• On instrumental variable estimation of semiparametric dynamic panel data models. (Q1603848) (← links)
• Discontinuities of weak instrument limiting distributions. (Q1605257) (← links)
• Linear instrumental variables model averaging estimation (Q1621352) (← links)
• Nonlinear effects of fiscal policy over the business cycle (Q1655563) (← links)
• On the behaviour of the GMM estimator in persistent dynamic panel data models with unrestricted initial conditions (Q1659119) (← links)
• Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
• Exponentially tilted likelihood inference on growing dimensional unconditional moment models (Q1680189) (← links)
• International mobility of capital in the United States: robust evidence from time-series tests (Q1695677) (← 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)
• Testing treatment effect heterogeneity in regression discontinuity designs (Q1739871) (← links)
• Efficient estimation with time-varying information and the New Keynesian Phillips curve (Q1753060) (← links)
• The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← 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)
• The distributions of the \(J\) and Cox non-nested tests in regression models with weakly correlated regressors (Q1808551) (← links)
• Individual effects and dynamics in count data models. (Q1867715) (← links)
• Healthy, wealthy, and wise? Tests for direct causal paths between health and socioeconomic status. (With commentaries and responses) (Q1867750) (← links)