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Entropy-based moment selection in the presence of weak identification
Hall, Alastair R.; Inoue, Atsushi; Shin, Changmock - In: Econometric reviews 27 (2008) 4/6, pp. 398-427
Persistent link: https://www.econbiz.de/10003761307
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A consistent method for the selection of relevant instruments
Hall, Alastair R.; Peixe, Fernanda P. M. - In: Econometric reviews 22 (2003) 3, pp. 269-287
Persistent link: https://www.econbiz.de/10001786922
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Inference in second-order identified models
Dovonon, Prosper; Hall, Alastair R.; Kleibergen, Frank - In: Journal of econometrics 218 (2020) 2, pp. 346-372
Persistent link: https://www.econbiz.de/10012483005
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Inference in second-order identified models
Donovon, Prosper; Kleibergen, Frank; Hall, Alastair R. - 2017
Persistent link: https://www.econbiz.de/10011669272
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Inference in second-order identified models
Dovonon, Prosper; Hall, Alastair R.; Kleibergen, Frank - 2018
Persistent link: https://www.econbiz.de/10011945658