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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.; Swanson, Norman R. - 2003 - Rev.
Persistent link: https://www.econbiz.de/10001759427
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Consistent estimation with a large number of weak instruments
Chao, John C.; Swanson, Norman R. - 2003 - Rev.
Persistent link: https://www.econbiz.de/10001759428
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Uniform inference in panel autoregression
Chao, John C.; Phillips, Peter C. B. - 2017
Persistent link: https://www.econbiz.de/10011647633
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Local identification of nonparametric and semiparametric models
Chen, Xiaohong; Chernozhukov, Victor; Lee, Sokbae; … - 2011
In parametric models a sufficient condition for local identifcation is that the vector of moment conditions is differentiable at the true parameter with full rank derivative matrix. We show that there are corresponding sufficient conditions for nonparametric models. A nonparametric rank...
Persistent link: https://www.econbiz.de/10009008188