Pages that link to "Item:Q4559975"
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The following pages link to Instrumental variable estimation with heteroskedasticity and many instruments (Q4559975):
Displaying 35 items.
- Regularized LIML for many instruments (Q494179) (← links)
- Instrumental variable estimation in functional linear models (Q494183) (← links)
- Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
- Simple many-instruments robust standard errors through concentrated instrumental variables (Q1668631) (← 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)
- Instrumental variable estimation of heteroskedasticity adaptive error component models (Q1926091) (← links)
- An instrumental variable estimator for mixed indicators: analytic derivatives and alternative parameterizations (Q2220537) (← links)
- Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
- Robust estimation with many instruments (Q2294456) (← links)
- High-stakes testing case study: a latent variable approach for assessing measurement and prediction invariance (Q2331160) (← links)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Conditional moment models under semi-strong identification (Q2451801) (← links)
- Instrumental variables estimation with many weak instruments using regularized JIVE (Q2511799) (← links)
- Second-order refinements for \(t\)-ratios with many instruments (Q2682953) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)
- INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
- LIMIT THEOREMS FOR FACTOR MODELS (Q5012632) (← links)
- Instrumental variable estimation of factor models with possibly many variables (Q5085967) (← links)
- ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS (Q5349013) (← links)
- ML and GMM with concentrated instruments in the static panel data model (Q5860986) (← links)
- Identification strength with a large number of moments (Q5861019) (← links)
- Location Properties of Point Estimators in Linear Instrumental Variables and Related Models (Q5863560) (← links)
- LIML in the static linear panel data model (Q5864470) (← 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)
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* (Q6134140) (← links)
- A conditional linear combination test with many weak instruments (Q6152636) (← links)
- Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
- Testing underidentification in linear models, with applications to dynamic panel and asset pricing models (Q6199649) (← links)
- Editorial: Whitney Newey's contributions to econometrics (Q6199661) (← links)
- A jackknife Lagrange multiplier test with many weak instruments (Q6542449) (← links)
- Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective (Q6623189) (← links)
