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Noncentral student distributed LS and IV estimators

Wegge, Leon L. (contributor) - 2000 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001532915

Cross-section regression with common shocks

Andrews, Donald W. K. - 2003

Persistent link: https://www.econbiz.de/10001774955

Cross-section regression with common shocks

Andrews, Donald W. K. - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 5, pp. 1551-1585

Persistent link: https://www.econbiz.de/10003096740

An answer to Roll's critique (1977) 45 years later

Desban, Marc; Diyarbakirlioglu, Erkin; Lajili Jarjir, Souad - In: Essays on Financial Analytics : Applications and Methods, (pp. 297-341). 2023

Persistent link: https://www.econbiz.de/10014338892

Constructing optimal instruments by first-stage prediction averaging

Kuersteiner, Guido M.; Okui, Ryo - In: Econometrica : journal of the Econometric Society, an … 78 (2010) 2, pp. 697-718

Persistent link: https://www.econbiz.de/10003989327

The perils of endogeneity and instrumental variables in strategy research : understanding through simulations

Semadeni, Matthew; Withers, Michael C.; Centro, S. Trevis - In: Strategic management journal 35 (2014) 7, pp. 1070-1079

Persistent link: https://www.econbiz.de/10010370979

Reflections on partial least squares path modeling

McIntosh, Cameron N.; Edwards, Jeffrey R.; Antonakis, John - In: Organizational research methods : ORM 17 (2014) 2, pp. 210-251

Persistent link: https://www.econbiz.de/10010362586

Weak instrumental variables models for longitudinal data

Cai, Zongwu; Fang, Ying; Li, Henong - In: Econometric reviews 31 (2012) 4/6, pp. 361-389

Persistent link: https://www.econbiz.de/10009539727

Taylor rule estimation by OLS

Carvalho, Carlos Viana de; Eusepi, Stefano; Mönch, Emanuel - 2021

Ordinary Least Squares (OLS) estimation of monetary policy rules produces potentially inconsistent estimates of policy parameters. The reason is that central banks react to variables, such as in ation and the output gap, which are endogenous to monetary policy shocks. Endogeneity implies a...

Persistent link: https://www.econbiz.de/10012604681

The causal interpretation of two-stage least squares with multiple instrumental variables

Mogstad, Magne; Torgovitsky, Alexander; Walters, … - In: American economic review 111 (2021) 11, pp. 3663-3698

Persistent link: https://www.econbiz.de/10012656025