Pages that link to "Item:Q2512594"
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The following pages link to Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594):
Displaying 27 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- On adding over-identifying instrumental variables to simultaneous equations (Q533939) (← links)
- Properties of the CUE estimator and a modification with moments (Q738045) (← links)
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
- Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
- Hahn-Hausman test as a specification test (Q738140) (← links)
- Testing overidentifying restrictions with inefficient estimators (Q900014) (← links)
- A reinterpretation of the tests of overidentifying restrictions (Q1126482) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Discriminating between (in)valid external instruments and (in)valid exclusion restrictions (Q1669834) (← 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)
- Minimum distance approach to inference with many instruments (Q1745618) (← links)
- On testing overidentifying restrictions in dynamic panel data models (Q1852907) (← links)
- Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
- Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
- Testing exogeneity in overidentified models (Q3598252) (← links)
- INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
- Instrumental variable estimation of factor models with possibly many variables (Q5085967) (← links)
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
- Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
- Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
- Jackknife estimation of a cluster-sample IV regression model with many weak instruments (Q6108326) (← links)
- Testing many restrictions under heteroskedasticity (Q6175550) (← links)
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (Q6199649) (← links)
- A jackknife Lagrange multiplier test with many weak instruments (Q6542449) (← links)
