## Citations for "Exact Small Sample Theory in the Simultaneous Equations Model"

### by Peter C.B. Phillips

- Blomquist, Soren & Dahlberg, Matz, 1999.
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**Small Sample Properties of LIML and Jackknife IV Estimators: Experiments with Weak Instruments**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 69-88, Jan.-Feb.. - Kenneth D. West & David W. Wilcox, 1993.
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**Some Evidence on Finite Sample Behavior of an Instrumental Variables Estimator of the Linear Quadtratic Inventory Model**," NBER Technical Working Papers 0139, National Bureau of Economic Research, Inc.

- Kenneth D. West & David W. Wilcox, 1993.
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**Some evidence on finite sample behavior of an instrumental variables estimator of the linear quadratic inventory model**," Finance and Economics Discussion Series 93-29, Board of Governors of the Federal Reserve System (U.S.).

- Kenneth D. West & David W. Wilcox, 1993.
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- Peter C.B. Phillips & Vassilis A. Hajivassiliou, 1987.
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**Bimodal t-Ratios**," Cowles Foundation Discussion Papers 842, Cowles Foundation for Research in Economics, Yale University. - Chao, John C. & Phillips, Peter C. B., 2002.
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**Jeffreys prior analysis of the simultaneous equations model in the case with n+1 endogenous variables**," Journal of Econometrics, Elsevier, vol. 111(2), pages 251-283, December.

- John C. Chao & Peter C.B. Phillips, 1998.
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**Jeffreys Prior Analysis of the Simultaneous Equations Model in the Case with n+1 Endogenous Variables**," Cowles Foundation Discussion Papers 1198, Cowles Foundation for Research in Economics, Yale University.

- John C. Chao & Peter C.B. Phillips, 1998.
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- Russell Davidson & James G. MacKinnon, 2014.
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**Confidence sets based on inverting Andersonâ€“Rubin tests**," Econometrics Journal, Royal Economic Society, vol. 17(2), pages S39-S58, 06.

- Russell Davidson & James G. MacKinnon, 2011.
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**Confidence Sets Based on Inverting Anderson-Rubin Tests**," Working Papers 1257, Queen's University, Department of Economics.

- Russell Davidson & James G. MacKinnon, 2011.
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- Russell Davidson & James G. MacKinnon, 2008.
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**Bootstrap inference in a linear equation estimated by instrumental variables**," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November.

- Russell Davidson & James G. MacKinnon, 2008.
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**Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables**," Working Papers 1157, Queen's University, Department of Economics. - Russell Davidson & James Mackinnon, 2009.
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**Bootstrap inference in a linear equation estimated by instrumental variables**," Working Papers halshs-00442713, HAL. - Russell Davidson & James G. MacKinnon, 2006.
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**Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables**," Working Papers 1024, Queen's University, Department of Economics. - Russell Davidson & James MacKinnon, 2006.
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**Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables**," Departmental Working Papers 2006-21, McGill University, Department of Economics.

- Russell Davidson & James G. MacKinnon, 2008.
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- D. S. Poskitt & C. L. Skeels, 2004.
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**Assessing the Magnitude of the Concentration Parameter in a Simultaneous Equations Model**," Monash Econometrics and Business Statistics Working Papers 29/04, Monash University, Department of Econometrics and Business Statistics.

- D. S. Poskitt & C. L. Skeels, 2009.
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**Assessing the magnitude of the concentration parameter in a simultaneous equations model**," Econometrics Journal, Royal Economic Society, vol. 12(1), pages 26-44, 03.

- D. S. Poskitt & C. L. Skeels, 2009.
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- Peter C.B. Phillips, 1985.
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**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Cowles Foundation Discussion Papers 765, Cowles Foundation for Research in Economics, Yale University.

- Phillips, P. C. B., 1987.
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**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 3(01), pages 45-68, February.

- Phillips, P. C. B., 1987.
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- repec:dgr:kubcen:199620 is not listed on IDEAS
- Neil R. Ericsson & Esfandiar Maasoumi & Grayham E. Mizon, 2001.
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**A retrospective on J. Denis Sargan and his contributions to econometrics**," International Finance Discussion Papers 700, Board of Governors of the Federal Reserve System (U.S.). - Andrew M. Jones & JosĂ© M. Labeaga, 2003.
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**Individual heterogeneity and censoring in panel data estimates of tobacco expenditure**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(2), pages 157-177. - Phillips, P C B, 1986.
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**The Distribution of FIML in the Leading Case**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 27(1), pages 239-43, February.

- Peter C.B. Phillips, 1985.
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**The Distribution of FIML in the Leading Case**," Cowles Foundation Discussion Papers 739, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1985.
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- Nelson, C.R. & Startz, R. & Zivot, E., 1996.
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**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Discussion Papers in Economics at the University of Washington 96-15, Department of Economics at the University of Washington.

- Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998.
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**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 39(4), pages 1119-46, November.

- Zivot, E & Startz, R & Nelson, C-R, 1997.
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**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Working Papers 97-17, University of Washington, Department of Economics. - Charles R. Nelson & Richard Startz & Eric Zivot, 1996.
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**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Econometrics 9612002, EconWPA. - Zivot, E & Startz, R & Nelson, C-R, 1997.
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**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Discussion Papers in Economics at the University of Washington 97-17, Department of Economics at the University of Washington. - Nelson, C.R. & Startz, R. & Zivot, E., 1996.
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**Valid Confidence Intervals and Inference in the Presence of Weak Instruments**," Working Papers 96-15, University of Washington, Department of Economics.

- Zivot, Eric & Startz, Richard & Nelson, Charles R, 1998.
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- Charles Nelson & Richard Startz & Eric Zivot, 2000.
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**Improved Inference for the Instrumental Variables Estimator**," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society.

- Richard Startz & Charles Nelson & Eric Zivot, 1999.
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**Improved Inference for the Instrumental Variable Estimator**," Working Papers 0039, University of Washington, Department of Economics. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
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**Improved Inference for the Instrumental Variable Estimator**," Econometrics 9905001, EconWPA. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
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**Improved Inference for the Instrumental Variable Estimator**," Discussion Papers in Economics at the University of Washington 0039, Department of Economics at the University of Washington.

- Richard Startz & Charles Nelson & Eric Zivot, 1999.
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- Peter Macdonald, 2006.
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**Capital-Labour Substitution In Uk Armed Forces**," Defence and Peace Economics, Taylor & Francis Journals, vol. 17(2), pages 141-153. - Ibrahim A. Elbadawi & Raimundo Soto, .
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**Real Exchange Rates and Macroeconomic Adjustment in Sub-Sahara Africa and Other Developing Countries**," ILADES-Georgetown University Working Papers inv093, Ilades-Georgetown University, Universidad Alberto Hurtado/School of Economics and Bussines.

- Elbadawi, Ibrahim A & Soto, Raimundo, 1997.
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**Real Exchange Rates and Macroeconomic Adjustment in Sub-Saharan Africa and Other Developing Countries**," Journal of African Economies, Centre for the Study of African Economies (CSAE), vol. 6(3), pages 74-120, Supplemen.

- Elbadawi, Ibrahim A & Soto, Raimundo, 1997.
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- Peter C.B. Phillips, 1989.
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**A Little Magic with the Cauchy Distribution**," Cowles Foundation Discussion Papers 886, Cowles Foundation for Research in Economics, Yale University. - Peter C.B. Phillips, 1982.
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**ERA's: A New Approach to Small Sample Theory**," Cowles Foundation Discussion Papers 645, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter C B, 1983.
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**ERAs: A New Approach to Small Sample Theory**," Econometrica, Econometric Society, vol. 51(5), pages 1505-25, September.

- Phillips, Peter C B, 1983.
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- Michael P. Murray, 2006.
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**Avoiding Invalid Instruments and Coping with Weak Instruments**," Journal of Economic Perspectives, American Economic Association, vol. 20(4), pages 111-132, Fall. - Andreas Pick, 2007.
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**Financial contagion and tests using instrumental variables**," DNB Working Papers 139, Netherlands Central Bank, Research Department. - Joshua D. Angrist & Guido W. Imbens & Alan Krueger, 1995.
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**Jackknife Instrumental Variables Estimation**," NBER Technical Working Papers 0172, National Bureau of Economic Research, Inc.

- Angrist, J D & Imbens, G W & Krueger, A B, 1999.
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**Jackknife Instrumental Variables Estimation**," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 14(1), pages 57-67, Jan.-Feb..

- Angrist, J D & Imbens, G W & Krueger, A B, 1999.
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- Ericsson, Neil R. & Maasoumi, Esfandiar & Mizon, Grayham E., 2001.
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**A retrospective on J.D. Sargan and his contribution to Econometrics**," Discussion Paper Series In Economics And Econometrics 0108, Economics Division, School of Social Sciences, University of Southampton. - Chirok Han & Peter C.B. Phillips, 2005.
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**GMM with Many Moment Conditions**," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University.

- Chirok Han & Peter C. B. Phillips, 2006.
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**GMM with Many Moment Conditions**," Econometrica, Econometric Society, vol. 74(1), pages 147-192, 01.

- Peter C. B. Phillips & Chirok Han, 2004.
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**GMM with Many Moment Conditions**," Econometric Society 2004 Far Eastern Meetings 525, Econometric Society.

- Chirok Han & Peter C. B. Phillips, 2006.
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- James H. Stock & Jonathan Wright, 1996.
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**Asymptotics for GMM Estimators with Weak Instruments**," NBER Technical Working Papers 0198, National Bureau of Economic Research, Inc. - Peter C. B. Phillips, 2005.
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**A Remark on Bimodality and Weak Instrumentation in Structural Equation Estimation**," Cowles Foundation Discussion Papers 1540, Cowles Foundation for Research in Economics, Yale University.

- Phillips, Peter C.B., 2006.
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**A Remark On Bimodality And Weak Instrumentation In Structural Equation Estimation**," Econometric Theory, Cambridge University Press, vol. 22(05), pages 947-960, October.

- Phillips, Peter C.B., 2006.
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- D. S. Poskitt & C. L. Skeels, 2004.
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**Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small**," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics. - Randolph G. K. Tan, 2000.
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**Finite-Sample Optimality of Tests in a Structural Equation**," Econometric Society World Congress 2000 Contributed Papers 1853, Econometric Society. - Phillips, P C B, 1988.
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**Reflections on Econometric Methodology**," The Economic Record, The Economic Society of Australia, vol. 64(187), pages 344-59, December.

- Peter C.B. Phillips, 1988.
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**Reflections on Econometric Methodology**," Cowles Foundation Discussion Papers 893, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1988.
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- Paul A. Bekker & Jan van der Ploeg, 2000.
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**Instrumental Variable Estimation Based on Grouped Data**," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society. - Mehlum, Halvor, 2004.
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**Exact Small Sample Properties of the Instrumental Variable Estimator. A View From a Different Angle**," Memorandum 03/2004, Oslo University, Department of Economics.