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# Exact Small Sample Theory in the Simultaneous Equations Model

## Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
**Cited by:**

- 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. - 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 1119-1146, November.- 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, 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, 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, University Library of Munich, Germany.

- Nelson, C.R. & Startz, R. & Zivot, E., 1996.
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- Isaiah Andrews & Timothy B. Armstrong, 2017.
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**Unbiased instrumental variables estimation under known first‐stage sign**," Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.- Isaiah Andrews & Timothy B. Armstrong, 2015.
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**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016. - Isaiah Andrews & Timothy B. Armstrong, 2015.
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**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015. - Isaiah Andrews & Timothy B. Armstrong, 2015.
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**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2015. - Isaiah Andrews & Timothy B. Armstrong, 2015.
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**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R3, Cowles Foundation for Research in Economics, Yale University, revised Oct 2015. - Isaiah Andrews & Timothy B. Armstrong, 2015.
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**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R4, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016. - Isaiah Andrews & Timothy B. Armstrong, 2015.
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**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984, Cowles Foundation for Research in Economics, Yale University.

- Isaiah Andrews & Timothy B. Armstrong, 2015.
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- Jean-Marie Dufour, 2003.
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**Identification, weak instruments, and statistical inference in econometrics**," Canadian Journal of Economics, Canadian Economics Association, vol. 36(4), pages 767-808, November.- DUFOUR, Jean-Marie, 2003.
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**Identification, Weak Instruments and Statistical Inference in Econometrics**," Cahiers de recherche 2003-12, Universite de Montreal, Departement de sciences economiques. - Jean-Marie Dufour, 2003.
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**Identification, Weak Instruments and Statistical Inference in Econometrics**," CIRANO Working Papers 2003s-49, CIRANO. - DUFOUR, Jean-Marie, 2003.
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**Identification, Weak Instruments and Statistical Inference in Econometrics**," Cahiers de recherche 10-2003, Centre interuniversitaire de recherche en Ã©conomie quantitative, CIREQ.

- DUFOUR, Jean-Marie, 2003.
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- Kleibergen, F., 1996.
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**Reduced Rank of Regression Using Generalized Method of Moments Estimators**," Other publications TiSEM 5caf1c0c-d988-4184-acf7-d, Tilburg University, School of Economics and Management.- Kleibergen, F., 1996.
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**Reduced Rank of Regression Using Generalized Method of Moments Estimators**," Discussion Paper 1996-20, Tilburg University, Center for Economic Research.

- Kleibergen, F., 1996.
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- Kleibergen, Frank & Zivot, Eric, 2003.
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**Bayesian and classical approaches to instrumental variable regression**," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.- Frank Kleibergen & Eric Zivot, 1998.
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**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers 0063, University of Washington, Department of Economics. - Frank Kleibergen & Eric Zivot, 2003.
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**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics. - Frank Kleibergen & Eric Zivot, 1998.
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**Bayesian and Classical Approaches to Instrumental Variable Regression**," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington. - Kleibergen, F.R. & Zivot, E., 1998.
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**Bayesian and classical approaches to instrumental variable regression**," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Eric Zivot, 1998.
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**Bayesian and Classical Approaches to Instrumental Variables Regression**," Econometrics 9812002, University Library of Munich, Germany.

- Frank Kleibergen & Eric Zivot, 1998.
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- 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. - Kunitomo, Naoto & Matsushita, Yukitoshi, 2009.
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**Asymptotic expansions and higher order properties of semi-parametric estimators in a system of simultaneous equations**," Journal of Multivariate Analysis, Elsevier, vol. 100(8), pages 1727-1751, September.- Naoto Kunitomo & Yukitoshi Matsushita, 2009.
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**Asymptotic Expansions and Higher Order Properties of Semi-Parametric Estimators in a System of Simultaneous Equations**," CIRJE F-Series CIRJE-F-611, CIRJE, Faculty of Economics, University of Tokyo.

- Naoto Kunitomo & Yukitoshi Matsushita, 2009.
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- Elbadawi, Ibrahim A. & Soto, Raimundo, 1994.
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**Capital flows and long-term equilibrium real exchange rates in Chile**," Policy Research Working Paper Series 1306, The World Bank. - 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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**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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- Iglesias, Emma M. & Phillips, Garry D.A., 2010.
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**The bias to order T-Â 2 for the general k-class estimator in a simultaneous equation model**," Economics Letters, Elsevier, vol. 109(1), pages 42-45, October. - 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 239-243, 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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- Poskitt, D.S. & Skeels, C.L., 2007.
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**Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small**," Journal of Econometrics, Elsevier, vol. 139(1), pages 217-236, July. - Aris Spanos, 2022.
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**Statistical modeling and inference in the era of Data Science and Graphical Causal modeling**," Journal of Economic Surveys, Wiley Blackwell, vol. 36(5), pages 1251-1287, December. - Phillips, Peter C B, 1983.
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**ERAs: A New Approach to Small Sample Theory**," Econometrica, Econometric Society, vol. 51(5), pages 1505-1525, September.- 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.

- Peter C.B. Phillips, 1982.
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- 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(5), pages 947-960, October.- 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.

- Peter C. B. Phillips, 2005.
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- 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, January.- 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, 2005.
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**GMM with Many Moment Conditions**," Cowles Foundation Discussion Papers 1515, Cowles Foundation for Research in Economics, Yale University.

- Peter C. B. Phillips & Chirok Han, 2004.
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- Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano, 2015.
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**A Shrinkage Instrumental Variable Estimator For Large Datasets**," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 67-87, Mars-Juin.- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008.
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**A Shrinkage Instrumental Variable Estimator for Large Datasets**," Working Papers 626, Queen Mary University of London, School of Economics and Finance. - A. Carriero & G. Kapetanios & M. Marcellino, 2015.
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**A Shrinkage Instrumental Variable Estimator for Large Datasets**," Working Papers 558, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008.
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- Phillips, P. C. B., 1987.
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**Asymptotic Expansions in Nonstationary Vector Autoregressions**," Econometric Theory, Cambridge University Press, vol. 3(1), pages 45-68, February.- 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.

- Peter C.B. Phillips, 1985.
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- Joel L. Horowitz, 2017.
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**Non-asymptotic inference in instrumental variables estimation**," CeMMAP working papers CWP46/17, Centre for Microdata Methods and Practice, Institute for Fiscal Studies. - Kenneth Bollen & David Guilkey & Thomas Mroz, 1995.
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**Binary outcomes and endogenous explanatory variables: Tests and solutions with an application to the demand for contraceptive use in tunisia**," Demography, Springer;Population Association of America (PAA), vol. 32(1), pages 111-131, February. - 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, March.- 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, 2004.
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- Russell Davidson & James G. MacKinnon, 2015.
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**Bootstrap Tests for Overidentification in Linear Regression Models**," Econometrics, MDPI, vol. 3(4), pages 1-39, December.- James G. MacKinnon & Russell Davidson, 2014.
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**Bootstrap Tests For Overidentification In Linear Regression Models**," Working Paper 1318, Economics Department, Queen's University. - Russell Davidson & James G. Mackinnon, 2015.
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**Bootstrap Tests for Overidentification in Linear Regression Models**," Post-Print hal-01456100, HAL.

- James G. MacKinnon & Russell Davidson, 2014.
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- Phillips, Peter C B, 1994.
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**Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models**," Econometrica, Econometric Society, vol. 62(1), pages 73-93, January.- Peter C.B. Phillips, 1992.
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**Some Exact Distribution Theory for Maximum Likelihood Estimators of Cointegrating Coefficients in Error Correction Models**," Cowles Foundation Discussion Papers 1039, Cowles Foundation for Research in Economics, Yale University.

- Peter C.B. Phillips, 1992.
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- 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.. - Michal KolesÃ¡r, 2013.
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**Estimation in an Instrumental Variables Model With Treatment Effect Heterogeneity**," Working Papers 2013-2, Princeton University. Economics Department.. - Costa-Font, Joan & Jimenez-Martin, Sergi & Vilaplana, Cristina, 2018.
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**Does long-term care subsidization reduce hospital admissions and utilization?**," Journal of Health Economics, Elsevier, vol. 58(C), pages 43-66.- Costa-Font, Joan & Jiménez-Martínez, Sergi & Vilaplana, Cristina, 2018.
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**Does long-term care subsidization reduce hospital admissions and utilization?**," LSE Research Online Documents on Economics 86651, London School of Economics and Political Science, LSE Library.

- Costa-Font, Joan & Jiménez-Martínez, Sergi & Vilaplana, Cristina, 2018.
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- Russell Davidson & James G. MacKinnon, 2014.
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**Confidence sets based on inverting Anderson–Rubin tests**," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.- James G. MacKinnon & Russell Davidson, 2011.
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**Confidence Sets Based On Inverting Anderson-rubin Tests**," Working Paper 1257, Economics Department, Queen's University. - Russell Davidson & James G. Mackinnon, 2014.
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**Confidence Sets Based on Inverting Anderson-Rubin Tests**," Post-Print hal-01463107, HAL.

- James G. MacKinnon & Russell Davidson, 2011.
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- 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. - Yong Bao & Aman Ullah, 2021.
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**Analytical Finite Sample Econometrics: From A. L. Nagar to Now**," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 19(1), pages 17-37, December.- Yong Bao & Aman Ullah, 2021.
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**Analytical Finite Sample Econometrics-from A.L.Nagar to Now**," Working Papers 202114, University of California at Riverside, Department of Economics, revised Oct 2021.

- Yong Bao & Aman Ullah, 2021.
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- Kolesár, Michal, 2018.
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**Minimum distance approach to inference with many instruments**," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100. - Phillips, Garry D. A., 2000.
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**An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models**," Journal of Econometrics, Elsevier, vol. 97(2), pages 345-364, August.- Phillips, G.D.A., 1999.
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**An Alternative Approach to Obtaining Nagar-Type Moment Approximations in Sumultaneous Equation Models**," Discussion Papers 9905, University of Exeter, Department of Economics.

- Phillips, G.D.A., 1999.
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- Carriero, Andrea & Kapetanios, George & Marcellino, Massilimiano, 2015.
"
**A Shrinkage Instrumental Variable Estimator For Large Datasets**," L'Actualité Economique, Société Canadienne de Science Economique, vol. 91(1-2), pages 67-87, Mars-Juin.- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008.
"
**A Shrinkage Instrumental Variable Estimator for Large Datasets**," Working Papers 626, Queen Mary University of London, School of Economics and Finance. - Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008.
"
**A Shrinkage Instrumental Variable Estimator for Large Datasets**," Working Papers 626, Queen Mary University of London, School of Economics and Finance. - A. Carriero & G. Kapetanios & M. Marcellino, 2015.
"
**A Shrinkage Instrumental Variable Estimator for Large Datasets**," Working Papers 558, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.

- Andrea Carriero & George Kapetanios & Massimiliano Marcellino, 2008.
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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. - Murray Michael P., 2017.
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**Linear Model IV Estimation When Instruments Are Many or Weak**," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January. - 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. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
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**Improved Inference for the Instrumental Variable Estimator**," Econometrics 9905001, University Library of Munich, Germany.- 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**," Discussion Papers in Economics at the University of Washington 0039, Department of Economics at the University of Washington. - 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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- Geweke, J. & Joel Horowitz & Pesaran, M.H., 2006.
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**Econometrics: A Bird’s Eye View**," Cambridge Working Papers in Economics 0655, Faculty of Economics, University of Cambridge.- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006.
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**Econometrics: A Bird's Eye View**," IZA Discussion Papers 2458, Institute of Labor Economics (IZA). - John Geweke & Joel Horowitz & M. Hashem Pesaran, 2006.
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**Econometrics: A Bird’s Eye View**," CESifo Working Paper Series 1870, CESifo.

- Geweke, John F. & Horowitz, Joel L. & Pesaran, M. Hashem, 2006.
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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. - Michael Keane & Timothy Neal, 2021.
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**A Practical Guide to Weak Instruments**," Discussion Papers 2021-05b, School of Economics, The University of New South Wales. - 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. - Jan F. Kiviet, 2013.
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**Identification and inference in a simultaneous equation under alternative information sets and sampling schemes**," Econometrics Journal, Royal Economic Society, vol. 16(1), pages 24-59, February.- Jan F. KIVIET, 2012.
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**Identification and Inference in a Simultaneous Equation Under Alternative Information Sets and Sampling Schemes**," Economic Growth Centre Working Paper Series 1207, Nanyang Technological University, School of Social Sciences, Economic Growth Centre. - Jan F. Kiviet, 2012.
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**Identification and Inference in a Simultaneous Equation under Alternative Information Sets and Sampling Schemes**," Tinbergen Institute Discussion Papers 12-128/III, Tinbergen Institute.

- Jan F. KIVIET, 2012.
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- Forchini, Giovanni, 2007.
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**The exact distribution of the TSLS estimator for a non-Gaussian just-identified linear structural equation**," Economics Letters, Elsevier, vol. 95(1), pages 117-123, April. - Jean‐Marie Dufour, 2003.
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**Identification, weak instruments, and statistical inference in econometrics**," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 36(4), pages 767-808, November. - Okui, Ryo, 2011.
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**Instrumental variable estimation in the presence of many moment conditions**," Journal of Econometrics, Elsevier, vol. 165(1), pages 70-86. - Kapetanios, George & Marcellino, Massimiliano, 2010.
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**Cross-sectional averaging and instrumental variable estimation with many weak instruments**," Economics Letters, Elsevier, vol. 108(1), pages 36-39, July.- George Kapetanios & Massimiliano Marcellino, 2008.
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**Cross-sectional Averaging and Instrumental Variable Estimation with Many Weak Instruments**," Working Papers 627, Queen Mary University of London, School of Economics and Finance.

- George Kapetanios & Massimiliano Marcellino, 2008.
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- 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..- 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.

- Joshua D. Angrist & Guido W. Imbens & Alan Krueger, 1995.
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- Hoogerheide, Lennart & Kleibergen, Frank & van Dijk, Herman K., 2007.
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**Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data**," Journal of Econometrics, Elsevier, vol. 138(1), pages 63-103, May.- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
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**Natural conjugate priors for the instrumental variables regression model applied to the Angrist-Krueger data**," Econometric Institute Research Papers EI 2006-02, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.

- Hoogerheide, L.F. & Kleibergen, F.R. & van Dijk, H.K., 2006.
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- Jan F. Kiviet & Jerzy Niemczyk, 2014.
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**On the Limiting and Empirical Distributions of IV Estimators When Some of the Instruments are Actually Endogenous**," Advances in Econometrics, in: Essays in Honor of Peter C. B. Phillips, volume 33, pages 425-490, Emerald Group Publishing Limited.- Jan F. KIVIET & Jerzy NIEMCZYK, 2013.
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**On the limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous**," Economic Growth Centre Working Paper Series 1311, Nanyang Technological University, School of Social Sciences, Economic Growth Centre.

- Jan F. KIVIET & Jerzy NIEMCZYK, 2013.
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- Gao, Chuanming & Lahiri, Kajal, 2000.
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**Further consequences of viewing LIML as an iterated Aitken estimator**," Journal of Econometrics, Elsevier, vol. 98(2), pages 187-202, October. - Phillips, Peter C.B. & Gao, Wayne Yuan, 2017.
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**Structural inference from reduced forms with many instruments**," Journal of Econometrics, Elsevier, vol. 199(2), pages 96-116.- Wayne Yuan Gao & Peter C.B. Phillips, 2016.
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**Structural Inference from Reduced Forms with Many Instruments**," Cowles Foundation Discussion Papers 2062, Cowles Foundation for Research in Economics, Yale University.

- Wayne Yuan Gao & Peter C.B. Phillips, 2016.
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- Berkowitz, Daniel & Caner, Mehmet & Fang, Ying, 2008.
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**Are "Nearly Exogenous Instruments" reliable?**," Economics Letters, Elsevier, vol. 101(1), pages 20-23, October.- Daniel Berkowitz & Mehmet Caner* & Ying Fang, 2013.
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**Are Nearly “Exogenous Instruments” Reliable?**," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University. - Daniel Berkowitz & Mehmet Caner & Ying Fang, 2013.
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**Are "Nearly Exogenous" Instruments Reliable?**," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.

- Daniel Berkowitz & Mehmet Caner* & Ying Fang, 2013.
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- 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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- Hoogerheide, L.F. & van Dijk, H.K., 2006.
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**A reconsideration of the Angrist-Krueger analysis on returns to education**," Econometric Institute Research Papers EI 2006-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Kleibergen, Frank & van Dijk, Herman K., 1998.
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**Bayesian Simultaneous Equations Analysis Using Reduced Rank Structures**," Econometric Theory, Cambridge University Press, vol. 14(6), pages 701-743, December.- Kleibergen, F.R. & van Dijk, H.K., 1997.
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**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Econometric Institute Research Papers EI 9714/A, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Herman K. van Dijk, 1998.
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**Bayesian Simultaneous Equations Analysis using Reduced Rank Structures**," Tinbergen Institute Discussion Papers 98-025/4, Tinbergen Institute.

- Kleibergen, F.R. & van Dijk, H.K., 1997.
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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.- James G. MacKinnon & Russell Davidson, 2006.
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**Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables**," Working Paper 1024, Economics Department, Queen's University. - Russell Davidson & James Mackinnon, 2009.
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**Bootstrap inference in a linear equation estimated by instrumental variables**," Working Papers halshs-00442713, HAL. - James G. MacKinnon & Russell Davidson, 2008.
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**Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables**," Working Paper 1157, Economics Department, Queen's University. - 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.

- James G. MacKinnon & Russell Davidson, 2006.
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- Andreas Pick, 2007.
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**Financial contagion and tests using instrumental variables**," DNB Working Papers 139, Netherlands Central Bank, Research Department. - Alonso-Borrego, Cesar & Arellano, Manuel, 1999.
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**Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data**," Journal of Business & Economic Statistics, American Statistical Association, vol. 17(1), pages 36-49, January.- César Alonso-Borrego & Manuel Arellano, 1996.
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**Symmetrically Normalized Instrumental-Variable Estimation Using Panel Data**," Working Papers wp1996_9612, CEMFI. - Alonso-Borrego, César & Arrellano, Manuel, 1996.
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**Symmetrically normalized instrumental-variable estimation using panel data**," UC3M Working papers. Economics 4098, Universidad Carlos III de Madrid. Departamento de EconomÃa.

- César Alonso-Borrego & Manuel Arellano, 1996.
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- Andrew M. Jones & José 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. - Naoto Kunitomo & Yukitoshi Matsushita, 2003.
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**On Finite Sample Distributions of the Empirical Likelihood Estimator and the GMM Estimator**," CIRJE F-Series CIRJE-F-200, CIRJE, Faculty of Economics, University of Tokyo. - Kenneth A. Bollen & James B. Kirby & Patrick J. Curran & Pamela M. Paxton & Feinian Chen, 2007.
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**Latent Variable Models Under Misspecification: Two-Stage Least Squares (2SLS) and Maximum Likelihood (ML) Estimators**," Sociological Methods & Research, , vol. 36(1), pages 48-86, August. - Xiaohong Chen & David Jacho-Chávez & Oliver Linton, 2012.
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