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Choosing instrumental variables in conditional moment restriction models

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Cited by:

  1. Stefan Boes, 2010. "Count Data Models with Correlated Unobserved Heterogeneity," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 37(3), pages 382-402, September.
  2. Siddhartha Chib & Minchul Shin & Anna Simoni, 2022. "Bayesian estimation and comparison of conditional moment models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(3), pages 740-764, July.
  3. Shakil, Golam Saroare & Marsh, Thomas L., 2021. "One Instrument to Rule Them All?," 2021 Annual Meeting, August 1-3, Austin, Texas 314047, Agricultural and Applied Economics Association.
  4. DiTraglia, Francis J., 2016. "Using invalid instruments on purpose: Focused moment selection and averaging for GMM," Journal of Econometrics, Elsevier, vol. 195(2), pages 187-208.
  5. Firpo, Sergio & Galvao, Antonio F. & Pinto, Cristine & Poirier, Alexandre & Sanroman, Graciela, 2022. "GMM quantile regression," Journal of Econometrics, Elsevier, vol. 230(2), pages 432-452.
  6. Sébastien Mary & Kelsey Shaw & Sergio Gomez y Paloma, 2019. "Does the sectoral composition of growth affect child stunting reductions?," Development Policy Review, Overseas Development Institute, vol. 37(2), pages 225-244, March.
  7. Nguyen, Canh Phuc & Doytch, Nadia, 2022. "The impact of ICT patents on economic growth: An international evidence," Telecommunications Policy, Elsevier, vol. 46(5).
  8. Peñaranda, Francisco & Sentana, Enrique, 2016. "Duality in mean-variance frontiers with conditioning information," Journal of Empirical Finance, Elsevier, vol. 38(PB), pages 762-785.
  9. Nguyen, Canh Phuc & Nguyen, Binh Quang, 2023. "Environmental foe or friend: The influence of the shadow economy on forest land," Land Use Policy, Elsevier, vol. 124(C).
  10. Cheng, Xu & Liao, Zhipeng, 2015. "Select the valid and relevant moments: An information-based LASSO for GMM with many moments," Journal of Econometrics, Elsevier, vol. 186(2), pages 443-464.
  11. Sébastien Mary, 2019. "Hungry for free trade? Food trade and extreme hunger in developing countries," Food Security: The Science, Sociology and Economics of Food Production and Access to Food, Springer;The International Society for Plant Pathology, vol. 11(2), pages 461-477, April.
  12. Hao Hao & Bai Huang & Tae-hwy Lee, 2024. "Model averaging estimation of panel data models with many instruments and boosting," Journal of Applied Statistics, Taylor & Francis Journals, vol. 51(1), pages 53-69, January.
  13. Jonathan Chassot & Michael Creel, 2023. "Constructing Efficient Simulated Moments Using Temporal Convolutional Networks," Working Papers 1412, Barcelona School of Economics.
  14. Ali Mehrabani, 2024. "Stein-Like Shrinkage Estimators for Coefficients of a Single-Equation in Simultaneous Equation Systems," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS 202414, University of Kansas, Department of Economics.
  15. Liu, Chu-An & Tao, Jing, 2016. "Model selection and model averaging in nonparametric instrumental variables models," MPRA Paper 69492, University Library of Munich, Germany.
  16. Creel, Michael, 2017. "Neural nets for indirect inference," Econometrics and Statistics, Elsevier, vol. 2(C), pages 36-49.
  17. Muhammad Qasim, 2024. "A weighted average limited information maximum likelihood estimator," Statistical Papers, Springer, vol. 65(5), pages 2641-2666, July.
  18. Varvara Isyuk, 2014. "Resuming bank lending in the aftermath of the Capital Purchase Program," Documents de travail du Centre d'Economie de la Sorbonne 14062, Université Panthéon-Sorbonne (Paris 1), Centre d'Economie de la Sorbonne.
  19. Michael Creel, 2016. "Neural Nets for Indirect Inference," UFAE and IAE Working Papers 960.16, Unitat de Fonaments de l'Anàlisi Econòmica (UAB) and Institut d'Anàlisi Econòmica (CSIC), revised 18 Jul 2016.
  20. Varvara Isyuk, 2014. "Resuming bank lending in the aftermath of the Capital Purchase Program," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-01093414, HAL.
  21. Christopher D. Walker, 2024. "Semiparametric Bayesian Inference for a Conditional Moment Equality Model," Papers 2410.16017, arXiv.org.
  22. Nguyen, Canh Phuc, 2021. "Gender equality and economic complexity," Economic Systems, Elsevier, vol. 45(4).
  23. Alastair R. Hall, 2015. "Econometricians Have Their Moments: GMM at 32," The Economic Record, The Economic Society of Australia, vol. 91(S1), pages 1-24, June.
  24. Michael Creel, 2021. "Inference Using Simulated Neural Moments," Econometrics, MDPI, vol. 9(4), pages 1-15, September.
  25. Parente, Paulo M.D.C. & Smith, Richard J., 2017. "Tests of additional conditional moment restrictions," Journal of Econometrics, Elsevier, vol. 200(1), pages 1-16.
  26. Canay, Ivan A., 2010. "Simultaneous selection and weighting of moments in GMM using a trapezoidal kernel," Journal of Econometrics, Elsevier, vol. 156(2), pages 284-303, June.
  27. Shantanu Gupta & Zachary C. Lipton & David Childers, 2021. "Efficient Online Estimation of Causal Effects by Deciding What to Observe," Papers 2108.09265, arXiv.org, revised Oct 2021.
  28. Hristache, Marian & Patilea, Valentin, 2021. "Equivalent models for observables under the assumption of missing at random," Econometrics and Statistics, Elsevier, vol. 20(C), pages 153-165.
  29. Varvara Isyuk, 2014. "Resuming bank lending in the aftermath of the Capital Purchase Program," Post-Print halshs-01093414, HAL.
  30. Sébastien Mary & Avraham Stoler, 2021. "Does agricultural trade liberalization increase obesity in developing countries?," Review of Development Economics, Wiley Blackwell, vol. 25(3), pages 1326-1350, August.
  31. Richard Ashley & Christopher Parmeter, 2015. "Sensitivity analysis for inference in 2SLS/GMM estimation with possibly flawed instruments," Empirical Economics, Springer, vol. 49(4), pages 1153-1171, December.
  32. Francis J. DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive 14-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 09 Dec 2014.
  33. Francis DiTraglia, 2011. "Using Invalid Instruments on Purpose: Focused Moment Selection and Averaging for GMM, Second Version," PIER Working Paper Archive 15-027, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 10 Aug 2015.
  34. Sébastien Mary, 2018. "How Much Does Economic Growth Contribute to Child Stunting Reductions?," Economies, MDPI, vol. 6(4), pages 1-18, October.
  35. Yves G. Berger, 2023. "Unconditional empirical likelihood approach for analytic use of public survey data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 50(1), pages 383-410, March.
  36. Cho, Hyunkeun, 2016. "The analysis of multivariate longitudinal data using multivariate marginal models," Journal of Multivariate Analysis, Elsevier, vol. 143(C), pages 481-491.
  37. Mary, Sebastien & Shaw, Kelsey & Colen, Liesbeth & Gomez y Paloma, Sergio, 2020. "Does agricultural aid reduce child stunting?," World Development, Elsevier, vol. 130(C).
  38. Christopher Conlon & Jeff Gortmaker, 2020. "Best practices for differentiated products demand estimation with PyBLP," RAND Journal of Economics, RAND Corporation, vol. 51(4), pages 1108-1161, December.
  39. Victor Chernozhukov & Iv'an Fern'andez-Val & Chen Huang & Weining Wang, 2024. "Arellano-Bond LASSO Estimator for Dynamic Linear Panel Models," Papers 2402.00584, arXiv.org, revised Oct 2024.
  40. Byunghoon Kang, 2018. "Higher Order Approximation of IV Estimators with Invalid Instruments," Working Papers 257105320, Lancaster University Management School, Economics Department.
  41. Mary, Sébastien, 2018. "Does Agricultural (Food) Trade Openness Reduce Child Stunting?," 2018 Annual Meeting, August 5-7, Washington, D.C. 274282, Agricultural and Applied Economics Association.
  42. Kuersteiner, Guido M., 2012. "Kernel-weighted GMM estimators for linear time series models," Journal of Econometrics, Elsevier, vol. 170(2), pages 399-421.
  43. Enrico De Monte & Anne-Laure Levet, 2019. "Productivity Dynamics in French Woodworking Industries," Working Papers of BETA 2019-45, Bureau d'Economie Théorique et Appliquée, UDS, Strasbourg.
  44. Kun Xu & Yanyuan Ma & Liqun Wang, 2015. "Instrument Assisted Regression for Errors in Variables Models with Binary Response," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(1), pages 104-117, March.
  45. Yoonseok Lee & Yu Zhou, 2015. "Averaged Instrumental Variables Estimators," Center for Policy Research Working Papers 180, Center for Policy Research, Maxwell School, Syracuse University.
  46. Berger, Yves G. & Patilea, Valentin, 2022. "A semi-parametric empirical likelihood approach for conditional estimating equations under endogenous selection," Econometrics and Statistics, Elsevier, vol. 24(C), pages 151-163.
  47. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  48. repec:bla:ecorec:v:91:y:2015:i::p:1-24 is not listed on IDEAS
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