Pages that link to "Item:Q4443965"
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The following pages link to A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS (Q4443965):
Displaying 12 items.
- 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)
- Regularized LIML for many instruments (Q494179) (← links)
- Inference regarding multiple structural changes in linear models with endogenous regressors (Q528045) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← 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)
- Jackknife instrumental variable estimation with heteroskedasticity (Q2343811) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Structural Break Inference Using Information Criteria in Models Estimated by Two‐Stage Least Squares (Q3192404) (← 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)
- A weighted average limited information maximum likelihood estimator (Q6581289) (← links)
