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  • Search: subject:"Violation of exogeneity"
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Year of publication
Subject
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Violation of exogeneity 3 Asymptotic size 2 Anderson-Rubin test 1 Anderson–Rubin test 1 Estimation theory 1 Instrumental variables regression: Joint test 1 Method of moments 1 Momentenmethode 1 Schätztheorie 1 Statistical test 1 Statistischer Test 1
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Online availability
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Free 1 Undetermined 1
Type of publication
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Article 2 Book / Working Paper 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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Undetermined 2 English 1
Author
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Caner, Mehmet 3 Morrill, Melinda 1
Institution
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Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
Published in...
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Journal of Econometrics 1 Journal of econometrics 1 MPRA Paper 1
Source
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RePEc 2 ECONIS (ZBW) 1
Showing 1 - 3 of 3
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A New Paradigm: A Joint Test of Structural and Correlation Parameters in Instrumental Variables Regression When Perfect Exogeneity is Violated
Caner, Mehmet; Morrill, Melinda - Volkswirtschaftliche Fakultät, … - 2009
the previous literature is that we do not need to make any assumptions about the degree of violation of exogeneity either …
Persistent link: https://www.econbiz.de/10004976965
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Near exogeneity and weak identification in generalized empirical likelihood estimators: Many moment asymptotics
Caner, Mehmet - In: Journal of Econometrics 182 (2014) 2, pp. 247-268
This paper investigates the Generalized Empirical Likelihood (GEL) estimators when there are local violations of the exogeneity condition (near exogeneity) in the case of many weak moments. We also examine the tradeoff between the degree of violation of the exogeneity and the number of nearly...
Persistent link: https://www.econbiz.de/10010906799
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Near exogeneity and weak identification in generalized empirical likelihood estimators : many moment asymptotics
Caner, Mehmet - In: Journal of econometrics 182 (2014) 2, pp. 247-268
Persistent link: https://www.econbiz.de/10010497084
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