A note on f statistics for instrumental variable regessions

JOURNAL ARTICLE published January 1992 in Econometric Reviews

Authors: L. G. Godfrey

Testing Identifiability and Specification in Instrumental Variable Models

JOURNAL ARTICLE published April 1993 in Econometric Theory

Authors: John G. Cragg | Stephen G. Donald

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

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

ROBUST ESTIMATION AND INFERENCE FOR THRESHOLD MODELS WITH INTEGRATED REGRESSORS

JOURNAL ARTICLE published August 2015 in Econometric Theory

Authors: Haiqiang Chen

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

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

INSTRUMENTAL VARIABLES INFERENCE IN A SMALL-DIMENSIONAL VAR MODEL WITH DYNAMIC LATENT FACTORS

JOURNAL ARTICLE published 10 November 2022 in Econometric Theory

Authors: Federico Carlini | Patrick Gagliardini

Chapter Five. The two-variable regression model

BOOK CHAPTER published 31 December 2007 in Econometric Modeling