Pages that link to "Item:Q5349013"
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The following pages link to ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS (Q5349013):
Displaying 13 items.
- Residual bootstrap tests in linear models with many regressors (Q1739866) (← links)
- On bootstrap validity for specification testing with many weak instruments (Q1782317) (← links)
- LLN for quadratic forms of long memory time series and its applications in random matrix theory (Q1800494) (← links)
- Likelihood ratio tests under model misspecification in high dimensions (Q2101476) (← links)
- On asymptotic constancy of diagonal elements of a random orthogonal projection (Q2936527) (← links)
- On the Spectrum of Sample Covariance Matrices for Time Series (Q4580422) (← links)
- INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
- Joint inference based on Stein-type averaging estimators in the linear regression model (Q6108315) (← links)
- Fluctuations of the diagonal entries of a large sample precision matrix (Q6110092) (← links)
- On Sufficient Conditions in the Marchenko--Pastur Theorem (Q6153532) (← links)
- Off-diagonal elements of projection matrices and dimension asymptotics (Q6594319) (← links)
- Log determinant of large correlation matrices under infinite fourth moment (Q6596226) (← links)
- A Ridge-Regularized Jackknifed Anderson-Rubin Test (Q6626275) (← links)
