The following pages link to (Q5309189):
Displaying 21 items.
- Statistical inference in two-sample summary-data Mendelian randomization using robust adjusted profile score (Q151893) (← links)
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Testing with many weak instruments (Q277151) (← links)
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
- On the asymptotic optimality of the LIML estimator with possibly many instruments (Q736512) (← links)
- Properties of the CUE estimator and a modification with moments (Q738045) (← links)
- Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
- Hypothesis testing in linear regression when \(k/n\) is large (Q738075) (← links)
- Cross-sectional averaging and instrumental variable estimation with many weak instruments (Q991338) (← links)
- Deciding between GARCH and stochastic volatility via strong decision rules (Q1044073) (← links)
- Regression discontinuity and heteroskedasticity robust standard errors: evidence from a fixed-bandwidth approximation (Q2312968) (← links)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Factor-GMM estimation with large sets of possibly weak instruments (Q2445717) (← links)
- Conditional moment models under semi-strong identification (Q2451801) (← links)
- ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS (Q5349013) (← 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)
- A conditional linear combination test with many weak instruments (Q6152636) (← links)
- Culling the Herd of Moments with Penalized Empirical Likelihood (Q6190692) (← links)
- Instrumental variable estimation with first-stage heterogeneity (Q6199657) (← links)
