Conditional Linear Combination Tests for Weakly Identified Models

Citations

Cited by:

1. Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84, pages 1571-1612, July.
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.
   • Irsova, Zuzana & Bom, Pedro Ricardo Duarte & Havranek, Tomas & Rachinger, Heiko, 2023. "Spurious Precision in Meta-Analysis," MetaArXiv 3qp2w, Center for Open Science.
   • Havranek, Tomas & Irsova, Zuzana & Bom, Pedro R. D. & 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.
4. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
5. Tetsuya Kaji, 2019. "Theory of Weak Identification in Semiparametric Models," Papers 1908.10478, arXiv.org, revised Aug 2020.
6. Marcelo Moreira & Geert Ridder, 2019. "Efficiency loss of asymptotically efficient tests in an instrumental variables regression," CeMMAP working papers CWP03/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
   • Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
7. Eric Gautier & Christiern Rose, 2022. "Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments," Papers 2211.02249, arXiv.org, revised Nov 2022.
8. Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
   • Antoine, Bertille & Lavergne, Pascal, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," TSE Working Papers 19-1004, Toulouse School of Economics (TSE), revised May 2021.
   • Antoine Bertille & Pascal Lavergne, 2023. "Identification-Robust Nonparametric Inference in a Linear IV Model," Post-Print hal-04141433, HAL.
   • Bertille Antoine & Pascal Lavergne, 2021. "Identifcation-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp21-12, Department of Economics, Simon Fraser University.
   • Bertille Antoine & Pascal Lavergne, 2019. "Identification-Robust Nonparametric Inference in a Linear IV Model," Discussion Papers dp19-02, Department of Economics, Simon Fraser University.
9. Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
10. Moreira, Humberto & Moreira, Marcelo J., 2019. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
    • Moreira, Humberto Ataíde & Moreira, Marcelo J., 2015. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 764, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
    • Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers CWP25/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
11. Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org.
12. Leonardo Bursztyn & Thomas Chaney & Tarek Alexander & Hassan Aakaash Rao, 2022. "The Immigrant Next Door: Long-Term Contact, Generosity, and Prejudice," SciencePo Working papers Main hal-03870145, HAL.
13. Khorunzhina, Natalia, 2021. "Intratemporal nonseparability between housing and nondurable consumption: Evidence from reinvestment in housing stock," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 658-670.
    • Khorunzhina, Natalia, 2018. "Intratemporal Nonseparability between Housing and Nondurable Consumption: Evidence from Reinvestment in Housing Stock," MPRA Paper 93920, University Library of Munich, Germany, revised 14 May 2019.
    • Natalia Khorunzhina, 2019. "Intratemporal nonseparability between housing and nondurable consumption: evidence from reinvestment in housing stock," CESifo Working Paper Series 7663, CESifo.
    • Khorunzhina, Natalia, 2019. "Intratemporal Nonseparability Between Housing and Nondurable Consumption:Evidence from Reinvestment in Housing Stock," Working Papers 3-2019, Copenhagen Business School, Department of Economics.
14. Rockey, James & Zakir, Nadia, 2020. "When two tribes go to work: Board political diversity and firm performance," European Journal of Political Economy, Elsevier, vol. 63(C).
15. Stépahne Auray & Nicolas Lepage-Saucier & Purevdorj Tuvaandor, 2018. "Doubly Robust GMM Inference and Differentiated Products Demand Models," Working Papers 2018-13, Center for Research in Economics and Statistics.
16. Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978, Cowles Foundation for Research in Economics, Yale University.
    • Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2019.
    • Donald W. K. Andrews & Patrik Guggenberger, 2015. "Identification- and Singularity-Robust Inference for Moment Condition," Cowles Foundation Discussion Papers 1978R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2018.
17. Marcelo J. Moreira & Mahrad Sharifvaghefi & Geert Ridder, 2017. "Optimal Invariant Tests in an Instrumental Variables Regression With Heteroskedastic and Autocorrelated Errors," Papers 1705.00231, arXiv.org, revised Aug 2021.
18. Daniel J. Lewis, 2022. "Robust Inference in Models Identified via Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 104(3), pages 510-524, May.
    • Daniel J. Lewis, 2018. "Robust inference in models identified via heteroskedasticity," Staff Reports 876, Federal Reserve Bank of New York.
19. Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
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. Anna Mikusheva & Liyang Sun, 2024. "Weak identification with many instruments," The Econometrics Journal, Royal Economic Society, vol. 27(2), pages -28.
    • Anna Mikusheva & Liyang Sun, 2023. "Weak Identification with Many Instruments," Papers 2308.09535, arXiv.org, revised Jan 2024.
22. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
23. Daniel J. Lewis & Karel Mertens, 2022. "Dynamic Identification Using System Projections on Instrumental Variables," Working Papers 2204, Federal Reserve Bank of Dallas, revised 03 Jul 2024.
    • Mertens, Karel & Lewis, Daniel, 2022. "Dynamic Identification Using System Projections and Instrumental Variables," CEPR Discussion Papers 17153, C.E.P.R. Discussion Papers.
24. Bun, Maurice J.G. & Kleibergen, Frank, 2022. "Identification Robust Inference For Moments-Based Analysis Of Linear Dynamic Panel Data Models," Econometric Theory, Cambridge University Press, vol. 38(4), pages 689-751, August.
    • Maurice J. G. Bun & Frank Kleibergen, 2021. "Identification robust inference for moments based analysis of linear dynamic panel data models," Papers 2105.08346, arXiv.org.
25. Bao, Yanxi & Liao, Tingxuan, 2024. "Multidimensional poverty and growth: Evidence from India 1998–2021," Economic Modelling, Elsevier, vol. 130(C).
26. Andrei Zeleneev & Kirill Evdokimov, 2023. "Simple estimation of semiparametric models with measurement errors," CeMMAP working papers 10/23, Institute for Fiscal Studies.
27. Bertille Antoine & Pascal Lavergne, 2020. "Identification-Robust Nonparametric Interference in a Linear IV Model," Discussion Papers dp20-03, Department of Economics, Simon Fraser University.
28. Kleibergen, Frank, 2021. "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, vol. 221(1), pages 78-96.
29. Leonardo Bursztyn & Thomas Chaney & Tarek Alexander & Hassan Aakaash Rao, 2022. "The Immigrant Next Door: Long-Term Contact, Generosity, and Prejudice," Working Papers hal-03870145, HAL.
30. Keith Finlay & Leandro M. Magnusson, 2019. "Two applications of wild bootstrap methods to improve inference in cluster‐IV models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 911-933, September.
31. Tom Boot & Johannes W. Ligtenberg, 2023. "Identification- and many instrument-robust inference via invariant moment conditions," Papers 2303.07822, arXiv.org, revised Sep 2023.
32. Gregory Cox, 2022. "Weak Identification in Low-Dimensional Factor Models with One or Two Factors," Papers 2211.00329, arXiv.org, revised Mar 2024.
33. Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
34. Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
35. Leonardo Bursztyn & Thomas Chaney & Tarek Alexander Hassan & Aakash Rao, 2021. "The Immigrant Next Door: Exposure, Prejudice, and Altruism," Working Papers 2021-16, Becker Friedman Institute for Research In Economics.
36. Sarah Moshary & Bradley T. Shapiro & Jihong Song, 2020. "How and When to Use the Political Cycle to Identify Advertising Effects," NBER Working Papers 27349, National Bureau of Economic Research, Inc.
37. Isaiah Andrews & Anna Mikusheva, 2016. "Conditional Inference With a Functional Nuisance Parameter," Econometrica, Econometric Society, vol. 84(4), pages 1571-1612, July.
38. Sarah Moshary & Bradley T. Shapiro & Jihong Song, 2021. "How and When to Use the Political Cycle to Identify Advertising Effects," Marketing Science, INFORMS, vol. 40(2), pages 283-304, March.