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12 months |
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Last month |
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12 months |
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Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction |
0 |
0 |
0 |
62 |
0 |
0 |
4 |
334 |

Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification with an Application to Bias Correction |
0 |
0 |
0 |
60 |
1 |
2 |
9 |
440 |

Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction |
0 |
0 |
0 |
97 |
0 |
1 |
6 |
664 |

An Expository Note on the Existence of Moments of Fuller and HFUL Estimators |
0 |
0 |
2 |
45 |
0 |
1 |
3 |
126 |

Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments |
0 |
0 |
0 |
28 |
0 |
0 |
4 |
88 |

Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments |
0 |
0 |
0 |
63 |
0 |
0 |
3 |
634 |

Bayesian Posterior Distributions in Limited Information Analysis of the Simultaneous Equations Model Using the Jeffreys Prior |
0 |
1 |
1 |
112 |
0 |
1 |
2 |
906 |

Combining Two Consistent Estimators |
0 |
0 |
3 |
67 |
0 |
1 |
10 |
165 |

Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
2 |
62 |
0 |
4 |
15 |
379 |

Consistent Estimation with a Large Number of Weak Instruments |
0 |
0 |
0 |
80 |
0 |
0 |
5 |
347 |

Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments |
1 |
1 |
1 |
111 |
2 |
2 |
4 |
386 |

Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments |
0 |
0 |
0 |
1 |
2 |
3 |
4 |
594 |

Instrumental Variable Estimation with Heteroskedasticity and Many Instruments |
1 |
1 |
1 |
49 |
3 |
4 |
9 |
124 |

Instrumental variable estimation with heteroskedasticity and many instruments |
0 |
0 |
0 |
121 |
2 |
4 |
6 |
328 |

Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables |
0 |
0 |
0 |
250 |
0 |
1 |
6 |
1,575 |

Model Selection in Partially Nonstationary Vector Autoregressive Processes with Reduced Rank Structure |
0 |
0 |
1 |
219 |
0 |
0 |
3 |
1,144 |

On the Bias and MSE of the IV Estimator Under Weak Identification |
0 |
0 |
0 |
76 |
0 |
1 |
3 |
360 |

Some Results on the Asymptotic Normality of k-Class Estimators in the Case of Many Weak Instruments |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
175 |

Testing Overidentifying Restrictions with Many Instruments and Heteroskedasticity |
0 |
0 |
1 |
62 |
0 |
1 |
9 |
194 |

Tests of Non-nested Hypotheses in Nonstationary Regressions with an Application to Modeling Industrial Production |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
300 |

Total Working Papers |
2 |
3 |
12 |
1,565 |
10 |
27 |
110 |
9,263 |