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Finite and large sample distribution-free inference in median regressions with instrumental variables

Coudin, Elise; Dufour, Jean-Marie - 2010 - Rev.

Persistent link: https://www.econbiz.de/10009406540

Instrument strength in IV estimation and inference : a guide to theory and practice

Keane, Michael P.; Neal, Timothy - In: Journal of econometrics 235 (2023) 2, pp. 1625-1653

Persistent link: https://www.econbiz.de/10014471419

Inference in near singular regression

Phillips, Peter C. B. - 2015

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A cross-sectional asset pricing test with more power : an instrumental variable approach

Hur, Jungshik - 2024

Persistent link: https://www.econbiz.de/10015050153

A score-driven filter for causal regression models with time-varying parameters and endogenous regressors

Blasques, Francisco; Stegehuis, Noah - 2024

in the presence of regressor endogeneity which may arise as a result of simultaneity, omitted variables, or measurement …

Persistent link: https://www.econbiz.de/10014496538

Post-selection and Post-regularization inference in linear models with many controls and instruments

Chernozhukov, Victor; Hansen, Christian Bailey; … - 2015

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Post-selection and post-regularization inference in linear models with many controls and instruments

Chernozhukov, Victor; Hansen, Christian Bailey; … - In: The American economic review 105 (2015) 5, pp. 486-490

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Uniform inference in panel autoregression

Chao, John C.; Phillips, Peter C. B. - In: Econometrics : open access journal 7 (2019) 4/45, pp. 1-28

This paper considers estimation and inference concerning the autoregressive coefficient (p) in a panel autoregression for which the degree of persistence in the time dimension is unknown. Our main objective is to construct confidence intervals for p that are asymptotically valid, having...

Persistent link: https://www.econbiz.de/10012160749

Confidence intervals for bias and size distortion in IV and local projections-IV models

Ganics, Gergely; Inoue, Atsushi; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 307-324

Persistent link: https://www.econbiz.de/10012424523

On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference

Van de Sijpe, Nicolas; Windmeijer, Frank - In: Journal of econometrics 235 (2023) 1, pp. 82-104

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