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CEMMAP working papers / Centre for Microdata Methods and Practice
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ECONIS (ZBW)
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1
Identification and estimation in a correlated random coefficients transformation model
Zhang, ZhengYu
;
Jin, Zequn
;
Mu, Beili
- In:
Econometric theory
38
(
2022
)
4
,
pp. 621-688
Persistent link: https://www.econbiz.de/10013366923
Saved in:
2
Inference in instrumental variable models with heteroskedasticity and many instruments
Crudu, Federico
;
Mellace, Giovanni
;
Sándor, Zsolt
- In:
Econometric theory
37
(
2021
)
2
,
pp. 281-310
Persistent link: https://www.econbiz.de/10012505392
Saved in:
3
Instrumental variable quantile regression with misclassification
Ura, Takuya
- In:
Econometric theory
37
(
2021
)
1
,
pp. 169-204
Persistent link: https://www.econbiz.de/10012437046
Saved in:
4
Specification testing in nonparametric instrumental quantile regression
Breunig, Christoph
- In:
Econometric theory
36
(
2020
)
4
,
pp. 583-625
Persistent link: https://www.econbiz.de/10012258409
Saved in:
5
Nonparametric instrumental variables and regular estimation
Hahn, Jinyong
;
Liao, Zhipeng
- In:
Econometric theory
34
(
2018
)
3
,
pp. 574-597
Persistent link: https://www.econbiz.de/10011951014
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6
Nonparametric identification using instrumental variables : sufficient conditions for completeness
Hu, Yingyao
;
Shiu, Ji-Liang
- In:
Econometric theory
34
(
2018
)
3
,
pp. 659-693
Persistent link: https://www.econbiz.de/10011951018
Saved in:
7
Smoothed estimating equations for instrumental variables quantile regression
Kaplan, David M.
;
Sun, Yixiao
- In:
Econometric theory
33
(
2017
)
1
,
pp. 105-157
Persistent link: https://www.econbiz.de/10011665270
Saved in:
8
Adaptive estimation of functionals in nonparametric instrumental regression
Breunig, Christoph
;
Johannes, Jan
- In:
Econometric theory
32
(
2016
)
3
,
pp. 612-654
Persistent link: https://www.econbiz.de/10011606816
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9
Local instrumental variable method for the generalized additive-interactive nonlinear volatility model estimation
Levine, Michael
;
Li, Jinguang
- In:
Econometric theory
28
(
2012
)
3
,
pp. 629-669
Persistent link: https://www.econbiz.de/10009545818
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10
Asymptotic distribution of JIVE in a heteroskedastic IV regression with many instruments
Chao, John C.
;
Swanson, Norman R.
;
Hausman, Jerry A.
; …
- In:
Econometric theory
28
(
2012
)
1
,
pp. 42-86
Persistent link: https://www.econbiz.de/10009520974
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11
Estimation of a semiparametric IGARCH (1,1) model
Kim, Woocheol
;
Linton, Oliver
- In:
Econometric theory
27
(
2011
)
3
,
pp. 639-661
Persistent link: https://www.econbiz.de/10009266722
Saved in:
12
Identification and estimation by penalization in nonparametric instrumental regression
Florens, Jean-Pierre
;
Johannes, Jan
;
Van Bellegem, …
- In:
Econometric theory
27
(
2011
)
3
,
pp. 472-496
Persistent link: https://www.econbiz.de/10009266732
Saved in:
13
On the completeness condition in nonparametric instrumental problems
D'Haultfœuille, Xavier
- In:
Econometric theory
27
(
2011
)
3
,
pp. 460-471
Persistent link: https://www.econbiz.de/10009266734
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14
Specification testing in models with many instruments
Anatolyev, Stanislav
;
Gospodinov, Nikolaj
- In:
Econometric theory
27
(
2011
)
2
,
pp. 427-441
Persistent link: https://www.econbiz.de/10009310705
Saved in:
15
GMM estimation for dynamic panels with fixed effects and strong instruments at unity
Han, Chirok
;
Phillips, Peter C. B.
- In:
Econometric theory
26
(
2010
)
1
,
pp. 119-151
Persistent link: https://www.econbiz.de/10003968539
Saved in:
16
Conditions for the propagation of memory parameter from durations to counts and realized volatilty
Deo, Rohit S.
;
Hurvich, Clifford M.
;
Soulier, Philippe
; …
- In:
Econometric theory
25
(
2009
)
3
,
pp. 764-792
Persistent link: https://www.econbiz.de/10003864181
Saved in:
17
Admissible invariant similar tests for instrumental variables regression
Chernozhukov, Victor
;
Hansen, Christian Bailey
; …
- In:
Econometric theory
25
(
2009
)
3
,
pp. 806-818
Persistent link: https://www.econbiz.de/10003864191
Saved in:
18
A simple efficient instrumental variable estimator for panel AR(p) models when both N and T are large
Hayakawa, Kazuhiko
- In:
Econometric theory
25
(
2009
)
3
,
pp. 873-890
Persistent link: https://www.econbiz.de/10003864220
Saved in:
19
On the conditional likelihood ratio test for several parameters in IV regression
Hillier, Grant H.
- In:
Econometric theory
25
(
2009
)
2
,
pp. 305-335
Persistent link: https://www.econbiz.de/10003818292
Saved in:
20
Exact properties of the conditional likelihood ratio test in an IV regression model
Hillier, Grant H.
- In:
Econometric theory
25
(
2009
)
4
,
pp. 915-957
Persistent link: https://www.econbiz.de/10003875906
Saved in:
21
Rank tests for instrumental variables regression with weak instruments
Andrews, Donald W. K.
;
Soares, Gustavo
- In:
Econometric theory
23
(
2007
)
6
,
pp. 1033-1082
Persistent link: https://www.econbiz.de/10003591810
Saved in:
22
Yet more on the exact properties of IV estimators
Hillier, Grant H.
- In:
Econometric theory
22
(
2006
)
5
,
pp. 913-931
Persistent link: https://www.econbiz.de/10003379112
Saved in:
23
A remark on bimodality and weak instrumentation in structural equation estimation
Phillips, Peter C. B.
- In:
Econometric theory
22
(
2006
)
5
,
pp. 947-960
Persistent link: https://www.econbiz.de/10003379119
Saved in:
24
Some identification issues in nonpararmetric linear models with endogenous regressors
Severini, Thomas A.
;
Tripathi, Gautam
- In:
Econometric theory
22
(
2006
)
2
,
pp. 258-278
Persistent link: https://www.econbiz.de/10003301233
Saved in:
25
Instrumental variables estimation with panel data
Wooldridge, Jeffrey M.
- In:
Econometric theory
21
(
2005
)
4
,
pp. 865-869
Persistent link: https://www.econbiz.de/10003004747
Saved in:
26
Instrumental variable estimation of a threshold model
Caner, Mehmet
;
Hansen, Bruce E.
- In:
Econometric theory
20
(
2004
)
5
,
pp. 813-843
Persistent link: https://www.econbiz.de/10002265229
Saved in:
27
Detecting lack of identification in GMM
Wright, Jonathan H.
- In:
Econometric theory
19
(
2003
)
2
,
pp. 322-330
Persistent link: https://www.econbiz.de/10001743410
Saved in:
28
Efficient IV estimation for autoregressive models with conditional heteroskedasticity
Kuersteiner, Guido M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 547-583
Persistent link: https://www.econbiz.de/10001673346
Saved in:
29
Instrumental variable interpretation of cointegration with inference results for fractional cointegration
Mármol, Francesc
;
Escribano, Álvaro
;
Aparicio, Felipe M.
- In:
Econometric theory
18
(
2002
)
3
,
pp. 646-672
Persistent link: https://www.econbiz.de/10001673447
Saved in:
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