Pages that link to "Item:Q2445717"
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The following pages link to Factor-GMM estimation with large sets of possibly weak instruments (Q2445717):
Displaying 17 items.
- Are more data always better for factor analysis? (Q291634) (← links)
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Asymptotic analysis of the squared estimation error in misspecified factor models (Q494175) (← links)
- Regularized LIML for many instruments (Q494179) (← links)
- Estimation of high-dimensional linear factor models with grouped variables (Q764504) (← links)
- Dynamic factor models (Q862777) (← links)
- Cross-sectional averaging and instrumental variable estimation with many weak instruments (Q991338) (← links)
- Revisiting useful approaches to data-rich macroeconomic forecasting (Q1659116) (← links)
- Double instrumental variable estimation of interaction models with big data (Q1676366) (← links)
- GMM inference when the number of moment conditions in large (Q1808550) (← links)
- Instrumental variable estimation of dynamic linear panel data models with defactored regressors and a multifactor error structure (Q2224986) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
- Information criteria for latent factor models: a study on factor pervasiveness and adaptivity (Q2688660) (← links)
- Factor analysis in a model with rational expectations (Q3521274) (← links)
- GMM with Weak Identification (Q4530981) (← links)
- Bayesian Factor Model Shrinkage for Linear IV Regression With Many Instruments (Q6623181) (← links)
