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Identification robust inference with singular variance

Grant, Nicky - 2013

Persistent link: https://www.econbiz.de/10010239149

Identification Robust Inference with Singular Variance

Grant, Nicky - School of Economics, University of Manchester - 2013

Persistent link: https://www.econbiz.de/10010761534

Consistent estimation of the tax-price elasticity of charitable giving with survey data

Backus, Peter; Grant, Nicky - 2016

Persistent link: https://www.econbiz.de/10011579060

Overcoming the Many Weak Instrument Problem Using Normalized Principal Components

Grant, Nicky - In: Essays in honor of Jerry Hausman, (pp. 107-147). 2012

Principal component (PC) techniques are commonly used to improve the small sample properties of the linear instrumental variables (IV) estimator. Carrasco (2012) argue that PC type methods provide a natural ranking of instruments with which to reduce the size of the instrument set. This chapter...

Persistent link: https://www.econbiz.de/10015378527