Pages that link to "Item:Q274909"
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The following pages link to Generalized reduced rank tests using the singular value decomposition (Q274909):
Displaying 14 items.
- OLS and IV estimation of regression models including endogenous interaction terms (Q5860946) (← links)
- Time-varying cointegration, identification, and cointegration spaces (Q5881687) (← links)
- Identification and estimation of sequential games of incomplete information with multiple equilibria (Q6152626) (← links)
- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators (Q6190331) (← links)
- Detecting identification failure in moment condition models (Q6193010) (← links)
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (Q6199649) (← links)
- Sequentially estimating the structural equation by power transformation (Q6542440) (← links)
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters (Q6554210) (← links)
- The term structure of monetary policy uncertainty (Q6558566) (← links)
- Testing Simultaneous Diagonalizability (Q6567946) (← links)
- A method to evaluate the rank condition for CCE estimators (Q6585630) (← links)
- Identification and estimation of dynamic structural models with unobserved choices (Q6600008) (← links)
- A Linear Estimator for Factor-Augmented Fixed-T Panels With Endogenous Regressors (Q6620828) (← links)
- Measuring Social Interaction Effects When Instruments Are Weak (Q6620921) (← links)
