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Valid Two-Step Identification-Robust Confidence Sets for GMM

Citations

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Cited by:

  1. de Roux, Nicolás & Eslava, Marcela & Franco, Santiago & Verhoogen, Eric, 2020. "Estimating Production Functions in Differentiated-Product Industries with Quantity Information and External Instruments," IZA Discussion Papers 14006, Institute of Labor Economics (IZA).
  2. Bhattarai, Saroj & Schwartzman, Felipe & Yang, Choongryul, 2021. "Local scars of the US housing crisis," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 40-57.
  3. Irsova, Zuzana & Bom, Pedro R. D. & Havranek, Tomas & Rachinger, Heiko, 2023. "Spurious Precision in Meta-Analysis," EconStor Preprints 268683, ZBW - Leibniz Information Centre for Economics.
  4. Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2023. "Identification of Systematic Monetary Policy," CEPR Discussion Papers 17999, C.E.P.R. Discussion Papers.
  5. Eleonora Matteazzi & Martina Menon & Federico Perali, 2021. "Do Boys and Girls Perform Better at Math Just Studying More ?," CHILD Working Papers Series 96 JEL Classification: I2, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
  6. Anna Mikusheva & Liyang Sun, 2022. "Inference with Many Weak Instruments," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2663-2686.
  7. Christophe Muller & Nouréini Sayouti, 2019. "How Do Agro-Pastoral Policies Affect the Dietary Intake of Agro-Pastoralists? Evidence from Niger," AMSE Working Papers 1917, Aix-Marseille School of Economics, France, revised Apr 2020.
  8. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
  9. Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
  10. Bao, Yanxi & Liao, Tingxuan, 2024. "Multidimensional poverty and growth: Evidence from India 1998–2021," Economic Modelling, Elsevier, vol. 130(C).
  11. Bertrand Garbinti & Pierre Lamarche & Fr d rique Savignac, 2024. "Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth," Working papers 962, Banque de France.
  12. Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2022. "Hedge Fund Performance: A Quantitative Survey," MetaArXiv vq8cp_v1, Center for Open Science.
  13. David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao, 2020. "Weak Identification in Discrete Choice Models," Papers 2011.06753, arXiv.org, revised Jan 2021.
  14. Irsova, Zuzana & Bom, Pedro R. D. & Havranek, Tomas & Rachinger, Heiko, 2023. "Spurious Precision in Meta-Analysis of Observational Research," MetaArXiv 3qp2w_v1, Center for Open Science.
  15. Hasan, Mostafa Monzur & Cheung, Adrian (Wai Kong) & Marwick, Trevor, 2022. "Corporate sexual orientation equality policies and the cost of equity capital," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
  16. Hilt, Eric & Jaremski, Matthew & Rahn, Wendy, 2022. "When Uncle Sam introduced Main Street to Wall Street: Liberty Bonds and the transformation of American finance," Journal of Financial Economics, Elsevier, vol. 145(1), pages 194-216.
  17. Chuhui Li & Donald S. Poskitt & Frank Windmeijer & Xueyan Zhao, 2022. "Binary outcomes, OLS, 2SLS and IV probit," Econometric Reviews, Taylor & Francis Journals, vol. 41(8), pages 859-876, September.
  18. Windmeijer, Frank, 2024. "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, vol. 240(2).
  19. Matteo Aquilina & Giulio Cornelli & Marina Sanchez del Villar, 2024. "Regulation, information asymmetries and the funding of new ventures," BIS Working Papers 1162, Bank for International Settlements.
  20. Juodis, Arturas & Sarafidis, Vasilis, 2020. "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104908, University Library of Munich, Germany.
  21. Yu, Yantuan & Zhang, Ning, 2021. "Low-carbon city pilot and carbon emission efficiency: Quasi-experimental evidence from China," Energy Economics, Elsevier, vol. 96(C).
  22. Giulio Cornelli & Magdalena Erdem & Egon Zakrajsek, 2024. "CEO turnover risk and firm environmental performance," BIS Working Papers 1190, Bank for International Settlements.
  23. Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
  24. Angel, Marco Del & Richardson, Gary, 2024. "Independent regulators and financial stability evidence from gubernatorial election campaigns in the Progressive Era," Journal of Financial Economics, Elsevier, vol. 152(C).
  25. Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
  26. Antoine, Bertille & Renault, Eric, 2020. "Testing identification strength," Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
  27. Steven T. Berry & Philip A. Haile, 2021. "Foundations of Demand Estimation," NBER Working Papers 29305, National Bureau of Economic Research, Inc.
  28. repec:hal:cdiwps:halshs-02532955 is not listed on IDEAS
  29. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
  30. J r my Boccanfuso, 2022. "Consumption Response Heterogeneity and Dynamics with an Inattention Region," Working Papers wp1172, Dipartimento Scienze Economiche, Universita' di Bologna.
  31. Mostafa Monzur Hasan & Grantley Taylor & Grant Richardson, 2022. "Brand Capital and Stock Price Crash Risk," Management Science, INFORMS, vol. 68(10), pages 7221-7247, October.
  32. Carmen Aina & Daniela Sonedda, 2022. "Sooner or later? The impact of child education on household consumption," Empirical Economics, Springer, vol. 63(4), pages 2071-2099, October.
  33. Gregory Cox, 2022. "Weak Identification in Low-Dimensional Factor Models with One or Two Factors," Papers 2211.00329, arXiv.org, revised Mar 2024.
  34. Zhixin Zeng & Xiaojun Wang, 2021. "Effects of Domestic Tourism on Urban-Rural Income Inequality: Evidence from China," Sustainability, MDPI, vol. 13(16), pages 1-21, August.
  35. Justine Hastings & Ryan Kessler & Jesse M. Shapiro, 2021. "The Effect of SNAP on the Composition of Purchased Foods: Evidence and Implications," American Economic Journal: Economic Policy, American Economic Association, vol. 13(3), pages 277-315, August.
  36. Frank Windmeijer, 2022. "Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals," Papers 2208.01967, arXiv.org.
  37. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
  38. Camilo García-Jimeno & Angel Iglesias & Pinar Yildirim, 2022. "Information Networks and Collective Action: Evidence from the Women's Temperance Crusade," American Economic Review, American Economic Association, vol. 112(1), pages 41-80, January.
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