Pages that link to "Item:Q1186050"
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The following pages link to Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations (Q1186050):
Displaying 27 items.
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Underidentification? (Q528042) (← links)
- Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
- The asymptotic distribution of Nagar's bias-adjusted TSLS estimator under partial identifica\-tion (Q1046248) (← links)
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior (Q1305651) (← 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)
- Inference in partially identified heteroskedastic simultaneous equations models (Q2227049) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Some properties of tests for parameters that can be arbitrarily close to being unidentified (Q2388951) (← links)
- Robust and optimal estimation for partially linear instrumental variables models with partial identification (Q2658750) (← links)
- GMM estimation and uniform subvector inference with possible identification failure (Q2878810) (← links)
- Panel structural modeling with weak instrumentation and covariance restrictions (Q2878820) (← links)
- Global identification in nonlinear models with moment restrictions (Q2909246) (← links)
- A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION (Q2995423) (← links)
- Efficient GMM with nearly-weak instruments (Q3406057) (← links)
- SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
- Some Properties of the Pivotal Statistic Based on the Asymptotically Distribution-Free Theory in Structural Equation Modeling (Q3543735) (← links)
- THE ASYMPTOTIC DISTRIBUTION OF THE LIML ESTIMATOR IN A PARTIALLY IDENTIFIED STRUCTURAL EQUATION (Q3577706) (← links)
- DETECTING LACK OF IDENTIFICATION IN GMM (Q4561956) (← links)
- CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS (Q4561978) (← links)
- ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
- Testing conditional symmetry without smoothing (Q5299878) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
