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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
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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
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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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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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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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Estimating the persistence and the autocorrelation function of a time series that is measured with error
Hansen, Peter Reinhard; Lunde, Asger - In: Econometric theory 30 (2014) 1, pp. 60-93
Persistent link: https://www.econbiz.de/10010399787
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A new projection-type split-sample score test in linear instrumental variables regression
Chaudhuri, Saraswata; Richardson, Thomas; Robinson, … - In: Econometric theory 26 (2010) 6, pp. 1820-1837
Persistent link: https://www.econbiz.de/10008738324
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Instrumental variable estimation in a data rich environment
Bai, Jushan; Ng, Serena - In: Econometric theory 26 (2010) 6, pp. 1577-1606
Persistent link: https://www.econbiz.de/10008738353
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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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Panel structural modeling with weak instrumentation and covariance restrictions
Chao, John C. - In: Econometric theory 30 (2014) 4, pp. 839-881
Persistent link: https://www.econbiz.de/10010502140