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Exact small sample theory in the simultaneous equations model
In: Handbook of Econometrics
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Cited by:
- Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
"Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations,"
Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1727-1751, September.
- Naoto Kunitomo & Yukitoshi Matsushita, 2009. "Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations," CIRJE F-Series CIRJE-F-611, CIRJE, Faculty of Economics, University of Tokyo.
- Paul A. Bekker & Jan van der Ploeg, 2000. "Instrumental Variable Estimation Based on Grouped Data," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society.
- Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998.
"Valid Confidence Intervals and Inference in the Presence of Weak Instruments,"
International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1119-1146, November.
- Nelson, C.R. & Startz, R. & Zivot, E., 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 96-15, Department of Economics at the University of Washington.
- Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Discussion Papers in Economics at the University of Washington 97-17, Department of Economics at the University of Washington.
- Nelson, C.R. & Startz, R. & Zivot, E., 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Working Papers 96-15, University of Washington, Department of Economics.
- Zivot, E & Startz, R & Nelson, C-R, 1997. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Working Papers 97-17, University of Washington, Department of Economics.
- Charles R. Nelson & Richard Startz & Eric Zivot, 1996. "Valid Confidence Intervals and Inference in the Presence of Weak Instruments," Econometrics 9612002, University Library of Munich, Germany.
- Richard Startz & Charles Nelson & Eric Zivot, 1999.
"Improved Inference for the Instrumental Variable Estimator,"
Working Papers
0039, University of Washington, Department of Economics.
- Charles Nelson & Richard Startz & Eric Zivot, 2000. "Improved Inference for the Instrumental Variables Estimator," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society.
- Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Discussion Papers in Economics at the University of Washington 0039, Department of Economics at the University of Washington.
- Richard Startz & Charles Nelson & Eric Zivot, 1999. "Improved Inference for the Instrumental Variable Estimator," Econometrics 9905001, University Library of Munich, Germany.
- Jan F. Kiviet, 2013.
"Identification and inference in a simultaneous equation under alternative information sets and sampling schemes,"
Econometrics Journal, Royal Economic Society, vol. 16(1), pages 24-59, February.
- Jan F. KIVIET, 2012. "Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes," Economic Growth Centre Working Paper Series 1207, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.
- Jan F. Kiviet, 2012. "Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute.
- Chao, John C. & Phillips, Peter C. B., 2002.
"Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables,"
Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December.
- John C. Chao & Peter C.B. Phillips, 1998. "Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables," Cowles Foundation Discussion Papers 1198, Cowles Foundation for Research in Economics, Yale University.
- Russell Davidson & James G. MacKinnon, 2014.
"Bootstrap Confidence Sets with Weak Instruments,"
Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
- James G. MacKinnon & Russell Davidson, 2012. "Bootstrap Confidence Sets With Weak Instruments," Working Paper 1278, Economics Department, Queen's University.
- Russell Davidson & James G. Mackinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Post-Print hal-01463109, HAL.
- Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano, 2015.
"A Shrinkage Instrumental Variable Estimator For Large Datasets,"
L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 67-87, Mars-Juin.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 626, Queen Mary University of London, School of Economics and Finance.
- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 626, Queen Mary University of London, School of Economics and Finance.
- A. Carriero & G. Kapetanios & M. Marcellino, 2015. "A Shrinkage Instrumental Variable Estimator for Large Datasets," Working Papers 558, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
- Isaiah Andrews & Timothy B. Armstrong, 2017.
"Unbiased instrumental variables estimation under known first‐stage sign,"
Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984, Cowles Foundation for Research in Economics, Yale University.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R3, Cowles Foundation for Research in Economics, Yale University, revised Oct 2015.
- Isaiah Andrews & Timothy B. Armstrong, 2015. "Unbiased Instrumental Variables Estimation under Known First-Stage Sign," Cowles Foundation Discussion Papers 1984R4, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.
- Kapetanios, George & Marcellino, Massimiliano, 2010.
"Cross-sectional averaging and instrumental variable estimation with many weak instruments,"
Economics Letters, Elsevier, vol. 108(1), pages 36-39, July.
- George Kapetanios & Massimiliano Marcellino, 2008. "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers 627, Queen Mary University of London, School of Economics and Finance.
- George Kapetanios & Massimiliano Marcellino, 2008. "Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments," Working Papers 627, Queen Mary University of London, School of Economics and Finance.
- Jean-Marie Dufour, 2003.
"Identification, weak instruments, and statistical inference in econometrics,"
Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 767-808, November.
- DUFOUR, Jean-Marie, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche 2003-12, Universite de Montreal, Departement de sciences economiques.
- Jean-Marie Dufour, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," CIRANO Working Papers 2003s-49, CIRANO.
- DUFOUR, Jean-Marie, 2003. "Identification, Weak Instruments and Statistical Inference in Econometrics," Cahiers de recherche 10-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Russell Davidson & James G. MacKinnon, 2014.
"Confidence sets based on inverting Anderson–Rubin tests,"
Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.
- James G. MacKinnon & Russell Davidson, 2011. "Confidence Sets Based On Inverting Anderson-rubin Tests," Working Paper 1257, Economics Department, Queen's University.
- Russell Davidson & James G. Mackinnon, 2014. "Confidence Sets Based on Inverting Anderson-Rubin Tests," Post-Print hal-01463107, HAL.
- Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2008.
"Are "Nearly Exogenous Instruments" reliable?,"
Economics Letters, Elsevier, vol. 101(1), pages 20-23, October.
- Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013. "Are "Nearly Exogenous" Instruments Reliable?," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Daniel Berkowitz & Mehmet Caner* & Ying Fang, 2013. "Are Nearly “Exogenous Instruments” Reliable?," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Phillips, Peter C.B. & Gao, Wayne Yuan, 2017.
"Structural inference from reduced forms with many instruments,"
Journal of Econometrics, Elsevier, vol. 199(2), pages 96-116.
- Wayne Yuan Gao & Peter C.B. Phillips, 2016. "Structural Inference from Reduced Forms with Many Instruments," Cowles Foundation Discussion Papers 2062, Cowles Foundation for Research in Economics, Yale University.
- Kleibergen, F., 1996.
"Reduced Rank of Regression Using Generalized Method of Moments Estimators,"
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- Hoogerheide, L.F. & van Dijk, H.K., 2006. "A reconsideration of the Angrist-Krueger analysis on returns to education," Econometric Institute Research Papers EI 2006-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
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"Reflections on Econometric Methodology,"
The Economic Record, The Economic Society of Australia, vol. 64(4), pages 344-359, December.
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- Kleibergen, Frank & Zivot, Eric, 2003.
"Bayesian and classical approaches to instrumental variable regression,"
Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variable Regression," Working Papers 0063, University of Washington, Department of Economics.
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- Kleibergen, F.R. & Zivot, E., 1998. "Bayesian and classical approaches to instrumental variable regression," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Frank Kleibergen & Eric Zivot, 1998. "Bayesian and Classical Approaches to Instrumental Variables Regression," Econometrics 9812002, University Library of Munich, Germany.
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Econometric Theory, Cambridge University Press, vol. 14(6), pages 701-743, December.
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- repec:wyi:journl:002091 is not listed on IDEAS
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