Optimal Invariant Inference When The Number Of Instruments Is Large
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- Cattaneo, Matias D. & Crump, Richard K. & Jansson, Michael, 2012.
"Optimal inference for instrumental variables regression with non-Gaussian errors,"
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- Mathias D. Cattaneo & Richard K. Crump & Michael Jansson, 2007. "Optimal Inference for Instrumental Variables Regression with non-Gaussian Errors," CREATES Research Papers 2007-11, Department of Economics and Business Economics, Aarhus University.
- Michal KolesÃ¡r & Raj Chetty & John Friedman & Edward Glaeser & Guido W. Imbens, 2015.
"Identification and Inference With Many Invalid Instruments,"
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Taylor & Francis Journals, vol. 33(4), pages 474-484, October.
- 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.
- Kolesar, Michal & Chetty, Raj & Friedman, John & Glaeser, Edward Ludwig & Imbens, Guido, 2015. "Identification and Inference With Many Invalid Instruments," Scholarly Articles 27769098, Harvard University Department of Economics.
- Marcelo Moreira, 2008. "A Maximum Likelihood Method for the Incidental Parameter Problem," NBER Working Papers 13787, National Bureau of Economic Research, Inc.
- Bekker, Paul A. & Crudu, Federico, 2015.
"Jackknife instrumental variable estimation with heteroskedasticity,"
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Elsevier, vol. 185(2), pages 332-342.
- P.A. Bekker & F. Crudu, 2013. "Jackknife Instrumental Variable Estimation with Heteroskedasticity," Working Paper CRENoS 201313, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Marc Hallin & Marcelo Moreira J. & Alexei Onatski, 2013. "Group Invariance, Likelihood Ratio Tests, and the Incidental Parameter Problem in a High-Dimensional Linear Model," Working Papers ECARES ECARES 2013-04, ULB -- Universite Libre de Bruxelles.
- repec:eee:econom:v:204:y:2018:i:1:p:86-100 is not listed on IDEAS
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