Optimal Invariant Inference When The Number Of Instruments Is Large
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Bibliographic InfoArticle provided by Cambridge University Press in its journal Econometric Theory.
Volume (Year): 25 (2009)
Issue (Month): 03 (June)
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- Marcelo Moreira, 2008. "A Maximum Likelihood Method for the Incidental Parameter Problem," NBER Working Papers 13787, National Bureau of Economic Research, Inc.
- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012.
"Optimal inference for instrumental variables regression with non-Gaussian errors,"
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Elsevier, vol. 167(1), pages 1-15.
- Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, School of Economics and Management, University of Aarhus.
- Michal Kolesár & Raj Chetty & John N. Friedman & Edward L. Glaeser & Guido W. Imbens, 2011. "Identification and Inference with Many Invalid Instruments," NBER Working Papers 17519, National Bureau of Economic Research, Inc.
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