Pages that link to "Item:Q3349840"

The following pages link to Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator (Q3349840):

Displaying 50 items.

• Initial conditions and moment restrictions in dynamic panel data models (Q83297) (← links)
• Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
• Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
• The zero-information-limit condition and spurious inference in weakly identified models (Q277154) (← links)
• Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data (Q277157) (← links)
• Performance of conditional Wald tests in IV regression with weak instruments (Q280234) (← links)
• Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
• Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
• Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
• Symmetry-based inference in an instrumental variable setting (Q290937) (← links)
• Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
• Introduction: Journal of Econometrics special issue honoring the research contributions of Charles R. Nelson (Q299207) (← links)
• Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (Q299216) (← links)
• Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
• Nonparametric instrumental variable estimation in practice (Q312371) (← links)
• A note on the mixed instrumental variables estimator in a stochastic regressors model: some small sample properties (Q375075) (← links)
• Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
• Testing for weak identification in possibly nonlinear models (Q530604) (← links)
• Robust confidence sets in the presence of weak instruments (Q736516) (← links)
• Heteroskedasticity in simultaneous equation systems. An instrumental variable estimator (Q806918) (← links)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
• Higher moment estimators for linear regression models with errors in the variables (Q1362036) (← links)
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches (Q1377312) (← links)
• An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models (Q1586562) (← links)
• Firm size and economic growth. (Q1607267) (← links)
• DSGE pileups (Q1655666) (← links)
• Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
• Finite sample properties of test of Epstein-Zin asset pricing model (Q1808559) (← links)
• Bayesian and classical approaches to instrumental variable regression (Q1870095) (← links)
• Estimating simultaneous equations models by a simulation technique (Q1905949) (← links)
• Specification testing in panel data with instrumental variables (Q1915453) (← links)
• Some small-sample properties of instrumental-variables estimators of block triangular models (Q1918158) (← links)
• The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation (Q1934026) (← links)
• Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
• Heterogeneous endogeneity (Q2066528) (← links)
• Inference in structural vector autoregressions identified with an external instrument (Q2236882) (← links)
• Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← links)
• Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
• Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
• Tests with correct size when instruments can be arbitrarily weak (Q2630073) (← links)
• Reprint of: Initial conditions and moment restrictions in dynamic panel data models (Q2697963) (← links)
• GMM estimation and uniform subvector inference with possible identification failure (Q2878810) (← links)
• Using multiple genetic variants as instrumental variables for modifiable risk factors (Q2894105) (← links)
• Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
• Bimodal t-ratios: the impact of thick tails on inference (Q3004026) (← links)
• EXACT DISTRIBUTION THEORY IN STRUCTURAL ESTIMATION WITH AN IDENTITY (Q3181957) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)