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accessRights:"free"
type_genre:"Forschungsbericht"
~isPartOf:"Discussion paper / University of Bristol, Department of Economics"
~subject:"Instrumental variables"
~subject:"VAR-Modell"
~type_genre:"Book section"
~type_genre:"Working Paper"
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VAR-Modell
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heteroskedasticity
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nonseparable models
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Lasso
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Discussion paper / University of Bristol, Department of Economics
CEMMAP working papers / Centre for Microdata Methods and Practice
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Discussion papers / Deutsches Institut für Wirtschaftsforschung
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Working paper / Department of Econometrics and Business Statistics, Monash University
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SFB 649 discussion paper
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CREATES research paper
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Weak instruments, first-stage heteroskedasticity and the robust F-test
Windmeijer, Frank
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2019
Persistent link: https://www.econbiz.de/10011979323
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2
Control variables, discrete instruments, and identification of structural functions
Newey, Whitney K.
;
Stouli, Sami
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2018
Persistent link: https://www.econbiz.de/10011943679
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3
On the use of the lasso for instrumental variables estimation with some invalid instruments
Windmeijer, Frank
;
Farbmacher, Helmut
;
Davies, Neil
; …
-
2016
Persistent link: https://www.econbiz.de/10011488328
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4
Robust inference for the two-sample 2SLS estimator
Pacini, David
;
Windmeijer, Frank
-
2016
Persistent link: https://www.econbiz.de/10011488342
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