Cross-sectional averaging and instrumental variable estimation with many weak instruments
Year of publication: |
2010
|
---|---|
Authors: | Kapetanios, George ; Marcellino, Massimiliano |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 108.2010, 1, p. 36-39
|
Subject: | Schätztheorie | Estimation theory | Panel | Panel study | Theorie | Theory |
-
Joint censoring of regressors and outcomes : survey nonresponse and attrition
Horowitz, Joel, (1994)
-
Analysis of panels and limited dependent variable models : in honour of G. S. Maddala
Lahiri, Kajal, (1999)
-
Bias reduction in estimating long-run relationships from dynamics heterogeneous panels
Pesaran, M. Hashem, (1998)
- More ...
-
Time-varying instrumental variable estimation
Giraitis, Liudas, (2020)
-
Large time‐varying parameter VARs : A nonparametric approach
Kapetanios, George, (2019)
-
Forecasting with dynamics models using shrinkage-based estimation
Carriero, Andrea, (2008)
- More ...