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Choosing the number of instruments

Donald, Stephen G.; Newey, Whitney K. - 1999

Persistent link: https://www.econbiz.de/10001443016

A jackknife interpretation of the continuous updating estimator

Donald, Stephen G.; Newey, Whitney K. - In: Economics letters 67 (2000) 3, pp. 239-243

Persistent link: https://www.econbiz.de/10001473650

Choosing the number of instruments

Donald, Stephen G.; Newey, Whitney K. - 2000

Persistent link: https://www.econbiz.de/10001600619

Empirical likelihood estimation and consistent tests with conditional moment restrictions

Donald, Stephen G.; Imbends, Guido W.; Newey, Whitney K. - In: Journal of econometrics 117 (2003) 1, pp. 55-93

Persistent link: https://www.econbiz.de/10001787602

Choosing instrumental variables in conditional moment restriction models

Donald, Stephen G.; Imbens, Guido; Newey, Whitney K. - In: Journal of econometrics 152 (2009) 1, pp. 28-36

Persistent link: https://www.econbiz.de/10003878744

A note on generalized empirical likelihood estimation of semiparametric conditional moment restriction models

Sueishi, Naoya - In: Econometric theory 33 (2017) 5, pp. 1242-1258

Persistent link: https://www.econbiz.de/10011810263

Choosing the Number of Instruments

Donald, Stephen G.; Newey, Whitney K. - 2003

In this paper we consider the problem of choosing the number of instruments in the estimation of models with a right hand side endogenous variable. In many contexts Economic theory says little, if anything about the "first stage" relationship between right hand side endogenous variables and...

Persistent link: https://www.econbiz.de/10014151486

Instrumental variables estimation with flexible distributions

Hansen, Christian Bailey; Newey, Whitney K.; McDonald, … - 2007

Persistent link: https://www.econbiz.de/10003540212

A simple consistent specification test

Donald, Stephen G. - In: Economics letters 41 (1993) 3, pp. 231-234

Persistent link: https://www.econbiz.de/10001145342

[Rezension von: White, Halbert, Estimation, inference and specification analysis]

Donald, Stephen G. - In: Journal of economic literature 34 (1996) 2, pp. 761-763

Persistent link: https://www.econbiz.de/10001348272