Structural inference from reduced forms with many instruments-Reference-Cited by-同舟云学术

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Structural inference from reduced forms with many instruments

Published:2017-08 Issue:2 Volume:199 Page:96-116
ISSN:0304-4076
Container-title:Journal of Econometrics
language:en
Short-container-title:Journal of Econometrics

Author:

Phillips Peter C.B.,Gao Wayne Yuan

Funder

Kelly Foundation at the University of Auckland

National Science Foundation

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference26 articles.

1. Estimation of the parameters of a single equation in a complete system of stochastic equations;Anderson;Ann. Math. Stat.,1949

2. Inference with Weak Instruments;Andrews,2005

3. Asymptotic size of Kleibergen’s LM and conditional LR tests for moment condition models;Andrews;Econometric Theory,2017

4. Optimal two-sided invariant similar tests for instrumental variables regression;Andrews;Econometrica,2006

5. A note on the exact finite sample frequency functions of generalized classical linear estimators in two leading over-identified cases;Basmann;J. Amer. Statist. Assoc.,1961

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1. A Ridge-Regularized Jackknifed Anderson-Rubin Test;Journal of Business & Economic Statistics;2023-12-12

2. INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS;Econometric Theory;2020-03-26

3. On the Stock–Yogo Tables;Econometrics;2018-11-13

4. The creative mind in econometrics: Studies in celebration of Robert Basmann’s 90th year on causation, identification and structural equation estimation;Journal of Econometrics;2017-08

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