Pages that link to "Item:Q4414351"
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The following pages link to A Consistent Method for the Selection of Relevant Instruments (Q4414351):
Displaying 27 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- GMM estimators with improved finite sample properties using principal components of the weighting matrix, with an application to the dynamic panel data model (Q274929) (← links)
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- Information in generalized method of moments estimation and entropy-based moment selection (Q280214) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- Econometric estimation with high-dimensional moment equalities (Q311648) (← links)
- Using invalid instruments on purpose: focused moment selection and averaging for GMM (Q337769) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Instrumental variable estimation in the presence of many moment conditions (Q738047) (← links)
- Instrument endogeneity and identification-robust tests: some analytical results (Q928899) (← links)
- Contemporaneous and long run canonical correlations in the linear IV model: implications for instrument selection (Q1046261) (← links)
- A comparative study of three data-based methods of instrument selection (Q1046302) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- Modeling the interdependence of volatility and inter-transaction duration processes. (Q1858921) (← links)
- Consistent estimation of linear panel data models with measurement error (Q2399531) (← links)
- The optimal choice of moments in dynamic panel data models (Q2628826) (← links)
- Is time preference different across incomes and countries? (Q2660005) (← links)
- Improved generalized method of moments estimators for weakly dependent observations (Q2851993) (← links)
- Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments (Q3394106) (← links)
- Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
- The Mean Squared Error of the Instrumental Variables Estimator When the Disturbance Has an Elliptical Distribution (Q5291760) (← links)
- A bootstrap approach to moment selection (Q5469919) (← links)
- MODEL SELECTION AND INFERENCE: FACTS AND FICTION (Q5697622) (← links)
- An augmented Anderson–Hsiao estimator for dynamic short-<i>T</i> panels<sup>†</sup> (Q5865520) (← links)
- Nonparametric instrument model averaging (Q6091915) (← links)
- GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)
- Structural Equation Model Averaging: Methodology and Application (Q6620905) (← links)