A note on f statistics for instrumental variable regessions

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Authors: L. G. Godfrey

Testing Identifiability and Specification in Instrumental Variable Models

JOURNAL ARTICLE published April 1993 in Econometric Theory

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NONPARAMETRIC INSTRUMENTAL VARIABLES AND REGULAR ESTIMATION

JOURNAL ARTICLE published June 2018 in Econometric Theory

Authors: Jinyong Hahn | Zhipeng Liao

Instrumental Variables Estimation in Misspecified Single Equations

JOURNAL ARTICLE published June 1995 in Econometric Theory

Authors: Christopher L. Skeels

Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA(1.1)

JOURNAL ARTICLE published March 1990 in Econometric Theory

Authors: Juan J. Dolado

A Remark on Magdalinos's k-Class Instrumental Variable Estimator

JOURNAL ARTICLE published April 1987 in Econometric Theory

Authors: R. W. Farebrother

INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS

JOURNAL ARTICLE published April 2021 in Econometric Theory

Authors: Federico Crudu | Giovanni Mellace | Zsolt Sándor

Optimal Instrumental Variable Estimator of the AR Parameter of an ARMA (1,1) Process

JOURNAL ARTICLE published April 1989 in Econometric Theory

Authors: Sastry G. Pantula

ADAPTIVE ESTIMATION OF FUNCTIONALS IN NONPARAMETRIC INSTRUMENTAL REGRESSION

JOURNAL ARTICLE published June 2016 in Econometric Theory

Authors: Christoph Breunig | Jan Johannes

INSTRUMENTAL VARIABLE INTERPRETATION OF COINTEGRATION WITH INFERENCE RESULTS FOR FRACTIONAL COINTEGRATION

JOURNAL ARTICLE published June 2002 in Econometric Theory

Authors: Francesc Marmol | Alvaro Escribano | Felipe M. Aparicio

On the Joint and Marginal Densities of Instrumental Variable Estimators in a General Structural Equation

JOURNAL ARTICLE published April 1985 in Econometric Theory

Authors: Grant H. Hillier

Testing for homogeneous treatment effects in linear and nonparametric instrumental variable models

JOURNAL ARTICLE published 13 May 2024 in Econometric Reviews

Research funded by Agence Nationale de la Recherche (ANR-17-EURE-0010) | H2020 European Research Council (694409)

Authors: Jad Beyhum | Jean-Pierre Florens | Elia Lapenta | Ingrid Van Keilegom

IDENTIFICATION AND ESTIMATION BY PENALIZATION IN NONPARAMETRIC INSTRUMENTAL REGRESSION

JOURNAL ARTICLE published June 2011 in Econometric Theory

Authors: Jean-Pierre Florens | Jan Johannes | Sébastien Van Bellegem

Maximum likelihood estimation of dynamic panel threshold models

JOURNAL ARTICLE published 15 March 2020 in Econometric Reviews

Authors: N. R. Ramírez-Rondán

Panel threshold model with covariate-dependent thresholds and unobserved individual-specific threshold effects

JOURNAL ARTICLE published 20 April 2024 in Econometric Reviews

Authors: Lixiong Yang | I-Po Chen | Chingnun Lee | Mingjian Ren

ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS

JOURNAL ARTICLE published August 2015 in Econometric Theory

Authors: Haiqiang Chen

Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments

JOURNAL ARTICLE published 26 February 2009 in Econometric Reviews

Authors: Kenneth D. West | Ka-fu Wong | Stanislav Anatolyev

Bayesian Analysis of Instrumental Variable Models: Acceptance-Rejection within Direct Monte Carlo

JOURNAL ARTICLE published 10 February 2014 in Econometric Reviews

Authors: Arnold Zellner | Tomohiro Ando | Nalan Baştürk | Lennart Hoogerheide | Herman K. van Dijk

A SIMPLE EFFICIENT INSTRUMENTAL VARIABLE ESTIMATOR FOR PANEL AR(p) MODELS WHEN BOTHNANDTARE LARGE

JOURNAL ARTICLE published June 2009 in Econometric Theory

Authors: Kazuhiko Hayakawa

Chapter Five. The two-variable regression model

BOOK CHAPTER published 31 December 2007 in Econometric Modeling