Pages that link to "Item:Q3224038"

The following pages link to ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS (Q3224038):

Displaying 31 items.

• Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
• Regularized LIML for many instruments (Q494179) (← links)
• Simple many-instruments robust standard errors through concentrated instrumental variables (Q1668631) (← links)
• Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
• Minimum distance approach to inference with many instruments (Q1745618) (← links)
• On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
• An optimal modification of the LIML estimation for many instruments and persistent hetero\-sce\-dasticity (Q1926017) (← links)
• Robust estimation with many instruments (Q2294456) (← links)
• Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
• Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
• Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
• Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
• Second-order refinements for \(t\)-ratios with many instruments (Q2682953) (← links)
• JIVE FOR PANEL DYNAMIC SIMULTANEOUS EQUATIONS MODELS (Q4554605) (← links)
• ALTERNATIVE ASYMPTOTICS AND THE PARTIALLY LINEAR MODEL WITH MANY REGRESSORS (Q4637609) (← links)
• INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
• INFERENCE IN NONPARAMETRIC SERIES ESTIMATION WITH SPECIFICATION SEARCHES FOR THE NUMBER OF SERIES TERMS (Q4993890) (← links)
• LIMIT THEOREMS FOR FACTOR MODELS (Q5012632) (← links)
• Location Properties of Point Estimators in Linear Instrumental Variables and Related Models (Q5863560) (← links)
• Efficient Estimation with Many Weak Instruments Using Regularization Techniques (Q5864515) (← links)
• An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels^† (Q5865520) (← links)
• Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
• Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)
• Jackknife estimation of a cluster-sample IV regression model with many weak instruments (Q6108326) (← links)
• A conditional linear combination test with many weak instruments (Q6152636) (← links)
• Testing many restrictions under heteroskedasticity (Q6175550) (← links)
• Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692) (← links)
• Editorial: Whitney Newey's contributions to econometrics (Q6199661) (← links)
• A jackknife Lagrange multiplier test with many weak instruments (Q6542449) (← links)
• Off-diagonal elements of projection matrices and dimension asymptotics (Q6594319) (← links)
• A Ridge-Regularized Jackknifed Anderson-Rubin Test (Q6626275) (← links)