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Citations for "Consistent Estimation with a Large Number of Weak Instruments"

by Chao, John Chao & Norman R. Swanson

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  1. Liu, Hong & Zhao, Zhong, 2011. "Parental Job Loss and Children’s Health: Ten Years after the Massive Layoff of the SOEs’ Workers in China," IZA Discussion Papers 5846, Institute for the Study of Labor (IZA).
  2. George Kapetanios & Massimiliano Marcellino, 2006. "Factor-GMM Estimation with Large Sets of Possibly Weak Instruments," Working Papers, Queen Mary, University of London, School of Economics and Finance 577, Queen Mary, University of London, School of Economics and Finance.
  3. Mehmet Caner, 2005. "Higher Order Expansions in GMM with Nearly Weak and Many Nearly Weak Instruments," Working Papers, University of Pittsburgh, Department of Economics 209, University of Pittsburgh, Department of Economics, revised Jan 2005.
  4. Laszlo, Sonia, 2008. "Education, Labor Supply, and Market Development in Rural Peru," World Development, Elsevier, vol. 36(11), pages 2421-2439, November.
  5. Kapetanios, George & Marcellino, Massimiliano, 2010. "Cross-sectional averaging and instrumental variable estimation with many weak instruments," Economics Letters, Elsevier, vol. 108(1), pages 36-39, July.
  6. Peter C. B. Phillips, 2006. "Optimal Estimation of Cointegrated Systems with Irrelevant Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1547, Cowles Foundation for Research in Economics, Yale University.
  7. Norman R. Swanson & John C. Chao & Jerry A. Hausman & Whitney K. Newey & Tiemen Woutersen, 2011. "Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments," Departmental Working Papers, Rutgers University, Department of Economics 201110, Rutgers University, Department of Economics.
  8. John C. Chao & Norman Rasmus Swanson, 2004. "Consistent Estimation with a Large Number of Weak Instruments," Yale School of Management Working Papers, Yale School of Management ysm374, Yale School of Management.
  9. Maurice J.G. Bun & Frank Windmeijer, 2011. "A Comparison of Bias Approximations for the 2SLS Estimator," Tinbergen Institute Discussion Papers 11-088/4, Tinbergen Institute.
  10. Meng, Ginger & Hu, Gang & Bai, Jushan, 2007. "Olive: a simple method for estimating betas when factors are measured with error," MPRA Paper 33183, University Library of Munich, Germany.
  11. Giovanni Forchini, 2006. "The Asymptotic distribution of the LIML Estimator in a Partially Identified Structural Equation," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 1/06, Monash University, Department of Econometrics and Business Statistics.
  12. 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.
  13. Cizek, P., 2009. "Generalized Methods of Trimmed Moments," Discussion Paper, Tilburg University, Center for Economic Research 2009-25, Tilburg University, Center for Economic Research.
  14. John Chao & Norman Swanson, 2004. "Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments," Departmental Working Papers, Rutgers University, Department of Economics 200420, Rutgers University, Department of Economics.
  15. Kazuhiko Hayakawa, 2006. "Efficient GMM Estimation of Dynamic Panel Data Models Where Large Heterogeneity May Be Present," Hi-Stat Discussion Paper Series, Institute of Economic Research, Hitotsubashi University d05-130, Institute of Economic Research, Hitotsubashi University.
  16. Mehmet Caner, 2005. "Near Exogeneity and Weak Identification in Generalized Empirical Likelihood Estimators: Fixed and Many Moment Asymptotics," Econometrics, EconWPA 0509018, EconWPA.
  17. Poskitt, D.S. & Skeels, C.L., 2007. "Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small," Journal of Econometrics, Elsevier, Elsevier, vol. 139(1), pages 217-236, July.
  18. 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.
  19. Andreas Pick, 2007. "Financial contagion and tests using instrumental variables," DNB Working Papers, Netherlands Central Bank, Research Department 139, Netherlands Central Bank, Research Department.
  20. Chirok Han & Peter C.B. Phillips, 2005. "GMM with Many Moment Conditions," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1515, Cowles Foundation for Research in Economics, Yale University.
  21. Annamaria Conti & Jerry Thursby & Marie C. Thursby, 2013. "Patents as Signals for Startup Financing," NBER Working Papers 19191, National Bureau of Economic Research, Inc.
  22. Alessandro Gambini & Alberto Zazzaro, 2013. "Long-lasting bank relationships and growth of firms," Small Business Economics, Springer, Springer, vol. 40(4), pages 977-1007, May.
  23. Guay, Alain & Guerre, Emmanuel & Lazarová, Štěpána, 2013. "Robust adaptive rate-optimal testing for the white noise hypothesis," Journal of Econometrics, Elsevier, Elsevier, vol. 176(2), pages 134-145.
  24. Christian Hansen & Jerry Hausman & Whitney Newey, 2006. "Estimation with many instrumental variables," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP19/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  25. Cai, Zongwu & Fang, Ying & Su, Jia, 2012. "Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information," Statistics & Probability Letters, Elsevier, vol. 82(1), pages 180-185.
  26. Liu, Xiaodong, 2012. "On the consistency of the LIML estimator of a spatial autoregressive model with many instruments," Economics Letters, Elsevier, vol. 116(3), pages 472-475.
  27. Daniel A. Ackerberg & Paul J. Devereux, 2009. "Improved JIVE Estimators for Overidentified Linear Models with and without Heteroskedasticity," The Review of Economics and Statistics, MIT Press, vol. 91(2), pages 351-362, May.
  28. D. S. Poskitt & C. L. Skeels, 2004. "Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 19/04, Monash University, Department of Econometrics and Business Statistics.
  29. repec:wyi:journl:002137 is not listed on IDEAS
  30. Whitney Newey & Frank Windmeijer, 2005. "GMM with many weak moment conditions," CeMMAP working papers, Centre for Microdata Methods and Practice, Institute for Fiscal Studies CWP18/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  31. John C. Chao & Norman R. Swanson, 2003. "Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments," Departmental Working Papers, Rutgers University, Department of Economics 200312, Rutgers University, Department of Economics.
  32. Caner, Mehmet & Yıldız, Neşe, 2012. "CUE with many weak instruments and nearly singular design," Journal of Econometrics, Elsevier, Elsevier, vol. 170(2), pages 422-441.
  33. Chao, John C. & Hausman, Jerry A. & Newey, Whitney K. & Swanson, Norman R. & Woutersen, Tiemen, 2014. "Testing overidentifying restrictions with many instruments and heteroskedasticity," Journal of Econometrics, Elsevier, Elsevier, vol. 178(P1), pages 15-21.
  34. Stanislav Anatolyev & Nikolay Gospodinov, 2008. "Specification Testing in Models with Many Instruments," Working Papers w0124, Center for Economic and Financial Research (CEFIR).
  35. Lee, Lung-fei & Yu, Jihai, 2014. "Efficient GMM estimation of spatial dynamic panel data models with fixed effects," Journal of Econometrics, Elsevier, Elsevier, vol. 180(2), pages 174-197.
  36. James H. Stock & Motohiro Yogo, 2002. "Testing for Weak Instruments in Linear IV Regression," NBER Technical Working Papers 0284, National Bureau of Economic Research, Inc.
  37. Wenjie Wang, 2012. "Bootstrapping Anderson-Rubin Statistic and J Statistic in Linear IV Models with Many Instruments," KIER Working Papers 810, Kyoto University, Institute of Economic Research.
  38. Arel-Bundock, Vincent, 2013. "A solution to the weak instrument bias in 2SLS estimation: Indirect inference with stochastic approximation," Economics Letters, Elsevier, vol. 120(3), pages 495-498.
  39. Stanislav Anatolyev, 2007. "Inference about predictive ability when there are many predictors," Working Papers w0096, Center for Economic and Financial Research (CEFIR).
  40. Guggenberger, Patrik & Smith, Richard J., 2008. "Generalized empirical likelihood tests in time series models with potential identification failure," Journal of Econometrics, Elsevier, Elsevier, vol. 142(1), pages 134-161, January.
  41. Eriksen, Michael D., 2010. "Homeownership subsidies and the marriage decisions of low-income households," Regional Science and Urban Economics, Elsevier, vol. 40(6), pages 490-497, November.
  42. Martins, Luis F. & Gabriel, Vasco J., 2014. "Linear instrumental variables model averaging estimation," Computational Statistics & Data Analysis, Elsevier, Elsevier, vol. 71(C), pages 709-724.
  43. Balan, David J. & Knack, Stephen, 2011. "The correlation between human capital and morality and its effect on economic performance : theory and evidence," Policy Research Working Paper Series 5720, The World Bank.
  44. Peter C.B. Phillips, 2003. "Vision and Influence in Econometrics: John Denis Sargan," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1393, Cowles Foundation for Research in Economics, Yale University.
  45. Brick, Ivan E. & Palia, Darius, 2007. "Evidence of jointness in the terms of relationship lending," Journal of Financial Intermediation, Elsevier, Elsevier, vol. 16(3), pages 452-476, July.
  46. Dobbelaere, Sabien, 2004. "Ownership, firm size and rent sharing in Bulgaria," Labour Economics, Elsevier, vol. 11(2), pages 165-189, April.
  47. Zongwu Cai & Ying Fang, 2013. "Reducing the Asymptotic Bias of Weak Instruments Estimation Using Independently Repeated Cross-sectional Information," Papers 2013-10-14, Working Paper.
  48. Yoonseok Lee & Ryo Okui, 2009. "A Specification Test for Instrumental Variables Regression with Many Instruments," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University 1741, Cowles Foundation for Research in Economics, Yale University.
  49. Channing Arndt & Sam Jones & Finn Tarp, 2009. "Aid and Growth: Have We Come Full Circle?," Working Paper Series, World Institute for Development Economic Research (UNU-WIDER) WIDER Discussion Paper 20, World Institute for Development Economic Research (UNU-WIDER).
  50. Liu, Xiaodong & Lee, Lung-fei, 2010. "GMM estimation of social interaction models with centrality," Journal of Econometrics, Elsevier, Elsevier, vol. 159(1), pages 99-115, November.
  51. repec:wyi:journl:002148 is not listed on IDEAS
  52. Guggenberger, Patrik & Ramalho, Joaquim J.S. & Smith, Richard J., 2012. "GEL statistics under weak identification," Journal of Econometrics, Elsevier, Elsevier, vol. 170(2), pages 331-349.
  53. Antonio Ciccone & Giovanni Peri, 2005. "Long-Run Substitutability Between More and Less Educated Workers: Evidence from U.S. States, 1950-1990," The Review of Economics and Statistics, MIT Press, vol. 87(4), pages 652-663, November.
  54. Doko Tchatoka, Firmin Sabro & Dufour, Jean-Marie, 2008. "Instrument endogeneity and identification-robust tests: some analytical results," MPRA Paper 29613, University Library of Munich, Germany.
  55. D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics 4/05, Monash University, Department of Econometrics and Business Statistics.
  56. Naoto Kunitomo, 2012. "An optimal modification of the LIML estimation for many instruments and persistent heteroscedasticity," Annals of the Institute of Statistical Mathematics, Springer, Springer, vol. 64(5), pages 881-910, October.
  57. Maurice J.G. Bun & Frank Windmeijer, 2011. "A Comparison of Bias Approximations for the 2SLS Estimator," Tinbergen Institute Discussion Papers 11-088/4, Tinbergen Institute.
  58. Bun, Maurice J.G. & Windmeijer, Frank, 2011. "A comparison of bias approximations for the two-stage least squares (2SLS) estimator," Economics Letters, Elsevier, vol. 113(1), pages 76-79, October.
  59. Xu Cheng & Zhipeng Liao, 2012. "Select the Valid and Relevant Moments: A One-Step Procedure for GMM with Many Moments," PIER Working Paper Archive 12-045, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
  60. Givens, David, 2013. "Defining governance matters: A factor analytic assessment of governance institutions," Journal of Comparative Economics, Elsevier, vol. 41(4), pages 1026-1053.
  61. Antonio Ciccone & Giovanni Peri, 2003. "Skills’ Substitutability and Technological Progress: U.S. States 1950-1990," CESifo Working Paper Series 1024, CESifo Group Munich.
  62. Anderson, T.W. & Kunitomo, Naoto & Matsushita, Yukitoshi, 2010. "On the asymptotic optimality of the LIML estimator with possibly many instruments," Journal of Econometrics, Elsevier, Elsevier, vol. 157(2), pages 191-204, August.
  63. Manuel Frondel & Colin Vance, 2013. "Fuel Taxes versus Efficiency Standards – An Instrumental Variable Approach," Ruhr Economic Papers, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen 0445, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.