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Inference on impulse response functions in structural VAR models
Inoue, Atsushi; Kilian, Lutz - In: Journal of econometrics 177 (2013) 1, pp. 1-13
Persistent link: https://www.econbiz.de/10010189887
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Delta-method inference for a class of set-identified SVARs
Gafarov, Bulat; Meier, Matthias; Olea, José Luis Montiel - In: Journal of econometrics 203 (2018) 2, pp. 316-327
Persistent link: https://www.econbiz.de/10011974680
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Refining set-identification in VARs through independence
Drautzburg, Thorsten; Wright, Jonathan H. - In: Journal of econometrics 235 (2023) 2, pp. 1827-1847
Persistent link: https://www.econbiz.de/10014471432
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Ill-posed estimation in high-dimensional models with instrumental variables
Breunig, Christoph; Mammen, Enno; Simoni, Anna - In: Journal of econometrics 219 (2020) 1, pp. 171-200
Persistent link: https://www.econbiz.de/10012483200
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Estimation of models with grouped and ungrouped data by means of "2SLS"
Dhrymes, Phoebus J.; Lleras-Muney, Adriana - In: Journal of econometrics 133 (2006) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10003354221
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Testing a parametric quantile-regression model with an endogenous explanatory variable against a nonparametric alternative
Horowitz, Joel; Lee, Sokbae - In: Journal of econometrics 152 (2009) 2, pp. 141-152
Persistent link: https://www.econbiz.de/10003892732
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Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Chao, John C.; Swanson, Norman R. - In: Journal of econometrics 137 (2007) 2, pp. 515-555
Persistent link: https://www.econbiz.de/10003441954
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Robust confidence sets in the presence of weak instruments
Mikusheva, Anna - In: Journal of econometrics 157 (2010) 2, pp. 236-247
Persistent link: https://www.econbiz.de/10008663035
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A new instrumental method for dealing with endogenous selection
D'Haultfœuille, Xavier - In: Journal of econometrics 154 (2010) 1, pp. 1-15
Persistent link: https://www.econbiz.de/10003931733
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Comparing IV with structural models : what simple IV can and cannot identify
Heckman, James J.; Urzua, Sergio - In: Journal of econometrics 156 (2010) 1, pp. 27-37
Persistent link: https://www.econbiz.de/10003978633