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Finite sample bias corrected IV estimation for weak and many instruments

Harding, Matthew C.; Hausman, Jerry A.; Palmer, … - In: Essays in honor of Aman Ullah, (pp. 245-273). 2016

Persistent link: https://www.econbiz.de/10011530239

Finite sample bias corrected IV estimation for weak and many instruments

Harding, Matthew C.; Hausman, Jerry A.; Palmer, … - 2015

This paper considers the finite sample distribution of the 2SLS estimator and derives bounds on its exact bias in the presence of weak and/or many instruments. We then contrast the behavior of the exact bias expressions and the asymptotic expansions currently popular in the literature, including...

Persistent link: https://www.econbiz.de/10011300710

A Bayesian semiparametric competing risk model with unobserved heterogeneity

Burda, Martin; Harding, Matthew C.; Hausman, Jerry A. - In: Journal of applied econometrics 30 (2015) 3, pp. 353-376

Persistent link: https://www.econbiz.de/10011327589

Using a Laplace approximation to estimate the Random coefficients logit model by non-linear least squares

Harding, Matthew C. (contributor); … - 2006

Persistent link: https://www.econbiz.de/10003375924

Using a Laplace approximation to estimate the random coefficients logit model by nonlinear least squares

Harding, Matthew C.; Hausman, Jerry A. - In: Economics to econometrics : contributions in honor of …, (pp. 1311-1328). 2007

Persistent link: https://www.econbiz.de/10003721344

Using a Laplace approximation to estimate the random coefficients logit model by nonlinear least squares

Harding, Matthew C.; Hausman, Jerry A. - In: International economic review 48 (2007) 4, pp. 1311-1328

Persistent link: https://www.econbiz.de/10003612521

Using a Laplace approximation to estimate the random coefficients logit model by non-linear least squares

Harding, Matthew C. (contributor); … - 2005

Persistent link: https://www.econbiz.de/10003264017

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