The following pages link to GMM with Weak Identification (Q4530981):
Displaying 44 items.
- The weak instrument problem of the system GMM estimator in dynamic panel data models (Q3563653) (← links)
- Testing, Estimation in GMM and CUE with Nearly-Weak Identification (Q3564824) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE LIML ESTIMATOR IN A PARTIALLY IDENTIFIED STRUCTURAL EQUATION (Q3577706) (← links)
- Valid Inference in Partially Unstable Generalized Method of Moments Models (Q3601196) (← links)
- On robust GMM estimation with applications in economics and finance (Q4526135) (← links)
- DETECTING LACK OF IDENTIFICATION IN GMM (Q4561956) (← links)
- ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
- Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models (Q4586243) (← links)
- Quasi-Bayesian model selection (Q4625070) (← links)
- Proportional Hazards Model With Covariate Measurement Error and Instrumental Variables (Q4975633) (← links)
- ADAPTIVE GMM SHRINKAGE ESTIMATION WITH CONSISTENT MOMENT SELECTION (Q4979318) (← links)
- Weak Instrumental Variables Models for Longitudinal Data (Q5080152) (← links)
- Effects of weak identification on the MD estimator in dynamic stochastic general equilibrium models (Q5083887) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- A statistical procedure for testing financial contagion (Q5148591) (← links)
- GMM ESTIMATION FOR DYNAMIC PANELS WITH FIXED EFFECTS AND STRONG INSTRUMENTS AT UNITY (Q5187624) (← links)
- Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
- STRUCTURAL CHANGE TESTS BASED ON IMPLIED PROBABILITIES FOR GEL CRITERIA (Q5397670) (← links)
- TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS (Q5397671) (← links)
- Structural change tests for GEL criteria (Q5860890) (← links)
- OLS and IV estimation of regression models including endogenous interaction terms (Q5860946) (← links)
- Identification strength with a large number of moments (Q5861019) (← links)
- Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
- Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves (Q5862422) (← links)
- Location Properties of Point Estimators in Linear Instrumental Variables and Related Models (Q5863560) (← links)
- Using Implied Probabilities to Improve the Estimation of Unconditional Moment Restrictions for Weakly Dependent Data (Q5864360) (← links)
- Inference in the presence of redundant moment conditions and the impact of government health expenditure on health outcomes in England (Q5864453) (← links)
- On the relevance of weaker instruments (Q5864655) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Editors' introduction (Q5965815) (← links)
- Refining set-identification in VARs through independence (Q6108329) (← links)
- Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* (Q6134140) (← links)
- Estimation and inference in adaptive learning models with slowly decreasing gains (Q6134627) (← links)
- A conditional linear combination test with many weak instruments (Q6152636) (← links)
- Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
- Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692) (← links)
- Detecting identification failure in moment condition models (Q6193010) (← links)
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters (Q6554210) (← links)
- Locally robust inference for non-Gaussian SVAR models (Q6565809) (← links)
- Measuring Social Interaction Effects When Instruments Are Weak (Q6620921) (← links)
- Testing for strong exogeneity in proxy-VARs (Q6664665) (← links)
