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Valid Two-Step Identification-Robust Confidence Sets for GMM
Citations
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Cited by:
- 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.
- 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.
- Irsova, Zuzana & Bom, Pedro Ricardo Duarte & Havranek, Tomas & Rachinger, Heiko, 2023. "Spurious Precision in Meta-Analysis," MetaArXiv 3qp2w, Center for Open Science.
- Irsova, Zuzana & Bom, Pedro R. D. & Havranek, Tomas & Rachinger, Heiko, 2023. "Spurious Precision in Meta-Analysis," CEPR Discussion Papers 17927, C.E.P.R. Discussion Papers.
- Zuzana Irsova & Pedro R. D. Bom & Tomas Havranek & Heiko Rachinger, 2023. "Spurious Precision in Meta-Analysis," Working Papers IES 2023/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2023.
- Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2023.
"Identification of Systematic Monetary Policy,"
CEPR Discussion Papers
17999, C.E.P.R. Discussion Papers.
- Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2023. "Identification of systematic monetary policy," Working Paper Series 2851, European Central Bank.
- 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.
- Christophe Muller & Nouréini Sayouti, 2020. "How Do Agro-Pastoral Policies Affect the Dietary Intake of Agro-Pastoralists? Evidence from Niger," Working Papers halshs-02532955, HAL.
- Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
- 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.
- Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
- 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.
- 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.
- 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).
- Nicolás de Roux & Marcela Eslava & Santiago Franco & Eric Verhoogen, 2021. "Estimating Production Functions in Differentiated-Product Industries with Quantity Information and External Instruments," NBER Working Papers 28323, National Bureau of Economic Research, Inc.
- Nicolás de Roux & Marcela Eslava & Santiago Franco & Eric Verhoogen, 2021. "Estimating Production Functions in Differentiated-Product Industries with Quantity Information and External Instruments," Documentos CEDE 18705, Universidad de los Andes, Facultad de Economía, CEDE.
- Verhoogen, Eric & de Roux, Nicolás & Eslava, Marcela & Franco, Santiago, 2021. "Estimating Production Functions in Differentiated-Product Industries with Quantity Information and External Instruments," CEPR Discussion Papers 15626, C.E.P.R. Discussion Papers.
- Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2022.
"Hedge Fund Performance: A Quantitative Survey,"
EconStor Preprints
260612, ZBW - Leibniz Information Centre for Economics.
- Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2022. "Hedge Fund Performance: A Quantitative Survey," CEPR Discussion Papers 17417, C.E.P.R. Discussion Papers.
- Fan Yang & Tomas Havranek & Zuzana Irsova & Jiri Novak, 2022. "Hedge Fund Performance: A Quantitative Survey," Working Papers IES 2022/15, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Jun 2022.
- David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao, 2020.
"Weak Identification in Discrete Choice Models,"
Papers
2011.06753, arXiv.org, revised Jan 2021.
- Frazier, David T. & Renault, Eric & Zhang, Lina & Zhao, Xueyan, 2021. "Weak Identification in Discrete Choice Models," The Warwick Economics Research Paper Series (TWERPS) 1336, University of Warwick, Department of Economics.
- 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.
- Chuhui Li & Donald S Poskitt & Frank Windmeijer & Xueyan Zhao, 2019. "Binary Outcomes, OLS, 2SLS and IV Probit," Monash Econometrics and Business Statistics Working Papers 5/19, Monash University, Department of Econometrics and Business Statistics.
- 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.
- Antoine, Bertille & Renault, Eric, 2020.
"Testing identification strength,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
- Bertille Antoine & Eric Renault, 2012. "Testing Identification Strength," Discussion Papers dp12-17, Department of Economics, Simon Fraser University, revised Jan 2017.
- Bertille Antoine & Eric Renault, 2018. "Testing Identification Strength," Discussion Papers dp18-07, Department of Economics, Simon Fraser University.
- Steven T. Berry & Philip A. Haile, 2021.
"Foundations of Demand Estimation,"
Cowles Foundation Discussion Papers
2301, Cowles Foundation for Research in Economics, Yale University.
- Steven T. Berry & Philip A. Haile, 2021. "Foundations of Demand Estimation," NBER Working Papers 29305, National Bureau of Economic Research, Inc.
- 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).
- Windmeijer, Frank, 2024. "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, vol. 240(2).
- 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.
- repec:hal:cdiwps:halshs-02532955 is not listed on IDEAS
- Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
- J r my Boccanfuso, 2022. "Consumption Response Heterogeneity and Dynamics with an Inattention Region," Working Papers wp1172, Dipartimento Scienze Economiche, Universita' di Bologna.
- 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.
- 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.
- Justine S. Hastings & Ryan E. Kessler & Jesse M. Shapiro, 2019. "The Effect of SNAP on the Composition of Purchased Foods: Evidence and Implications," NBER Working Papers 25953, National Bureau of Economic Research, Inc.
- Bertrand Garbinti & Pierre Lamarche & Fredérique Savignac, 2024.
"Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth,"
Working Papers
2022-02, Center for Research in Economics and Statistics.
- Bertrand Garbinti & Pierre Lamarche & Frédérique Savignac, 2024. "Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth," Working papers 962, Banque de France.
- Garbinti, Bertrand & Lamarche, Pierre & Savignac, Frederique, 2024. "Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth," CEPR Discussion Papers 19413, C.E.P.R. Discussion Papers.
- Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
- Bao, Yanxi & Liao, Tingxuan, 2024. "Multidimensional poverty and growth: Evidence from India 1998–2021," Economic Modelling, Elsevier, vol. 130(C).
- 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.
- Eric Hilt & Matthew S. Jaremski & Wendy Rahn, 2020. "When Uncle Sam Introduced Main Street to Wall Street: Liberty Bonds and the Transformation of American Finance," NBER Working Papers 27703, National Bureau of Economic Research, Inc.
- Yu, Yantuan & Zhang, Ning, 2021. "Low-carbon city pilot and carbon emission efficiency: Quasi-experimental evidence from China," Energy Economics, Elsevier, vol. 96(C).
- 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.
- Anna Mikusheva & Liyang Sun, 2020. "Inference with Many Weak Instruments," Papers 2004.12445, arXiv.org, revised Oct 2021.
- Gregory Cox, 2022. "Weak Identification in Low-Dimensional Factor Models with One or Two Factors," Papers 2211.00329, arXiv.org, revised Mar 2024.
- 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.
- Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
- Giulio Cornelli & Magdalena Erdem & Egon Zakrajsek, 2024. "CEO turnover risk and firm environmental performance," BIS Working Papers 1190, Bank for International Settlements.
- 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).
- 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.