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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
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2
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
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3
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
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4
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
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5
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
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6
Higher-order approximation of iv estimators with invalid instruments
Kang, Byunghoon
- In:
Econometric theory
40
(
2024
)
4
,
pp. 752-789
Persistent link: https://www.econbiz.de/10015154292
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7
Instrumental variables inference in a small-dimensional var model with dynamic latent factors
Carlini, Federico
;
Gagliardini, Patrick
- In:
Econometric theory
40
(
2024
)
4
,
pp. 705-751
Persistent link: https://www.econbiz.de/10015154304
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8
A powerful subvector Anderson-Rubin test in linear instrumental variables regression with conditional heteroskedasticity
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
- In:
Econometric theory
40
(
2024
)
5
,
pp. 957-1002
Persistent link: https://www.econbiz.de/10015154314
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9
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
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10
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
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