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Valid Two-Step Identification-Robust Confidence Sets for GMM

Citations

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Cited by:

  1. Cheng, Yixuan & Xu, Ruozhi & Zhao, Zhong & Zou, Xianqiang, 2025. "Housing prices and spousal age gap: Evidence from the chinese housing boom," Journal of Asian Economics, Elsevier, vol. 97(C).
  2. de Roux, Nicolás & Eslava, Marcela & Franco, Santiago & Verhoogen, Eric, 2020. "Estimating Production Functions in Differentiated-Product Industries with Quantity Information and External Instruments," IZA Discussion Papers 14006, Institute of Labor Economics (IZA).
  3. Bhattarai, Saroj & Schwartzman, Felipe & Yang, Choongryul, 2021. "Local scars of the US housing crisis," Journal of Monetary Economics, Elsevier, vol. 119(C), pages 40-57.
  4. Zuzana Irsova & Pedro R. D. Bom & Tomas Havranek & Heiko Rachinger, 2023. "Spurious Precision in Meta-Analysis," Working Papers IES 2023/05, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Feb 2023.
  5. Hack, Lukas & Istrefi, Klodiana & Meier, Matthias, 2023. "Identification of Systematic Monetary Policy," CEPR Discussion Papers 17999, C.E.P.R. Discussion Papers.
  6. Choi, Jaedo & Levchenko, Andrei A., 2025. "The long-term effects of industrial policy," Journal of Monetary Economics, Elsevier, vol. 152(C).
  7. Eleonora Matteazzi & Martina Menon & Federico Perali, 2021. "Do Boys and Girls Perform Better at Math Just Studying More ?," CHILD Working Papers Series 96 JEL Classification: I2, Centre for Household, Income, Labour and Demographic Economics (CHILD) - CCA.
  8. Anna Mikusheva & Liyang Sun, 2022. "Inference with Many Weak Instruments," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 89(5), pages 2663-2686.
  9. Christophe Muller & Nouréini Sayouti, 2019. "How Do Agro-Pastoral Policies Affect the Dietary Intake of Agro-Pastoralists? Evidence from Niger," AMSE Working Papers 1917, Aix-Marseille School of Economics, France, revised Apr 2020.
  10. Dennis Lim & Wenjie Wang & Yichong Zhang, 2022. "A Conditional Linear Combination Test with Many Weak Instruments," Papers 2207.11137, arXiv.org, revised Apr 2023.
  11. Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
  12. Windmeijer, Frank, 2025. "The robust F-statistic as a test for weak instruments," Journal of Econometrics, Elsevier, vol. 247(C).
  13. Bao, Yanxi & Liao, Tingxuan, 2024. "Multidimensional poverty and growth: Evidence from India 1998–2021," Economic Modelling, Elsevier, vol. 130(C).
  14. Garbinti, Bertrand & Lamarche, Pierre & Savignac, Frederique, 2024. "Wealth Heterogeneity and the Marginal Propensity to Consume out of Wealth," CEPR Discussion Papers 19413, C.E.P.R. Discussion Papers.
  15. Yang, Fan & Havranek, Tomas & Irsova, Zuzana & Novak, Jiri, 2022. "Hedge Fund Performance: A Quantitative Survey," MetaArXiv vq8cp_v1, Center for Open Science.
  16. David T. Frazier & Eric Renault & Lina Zhang & Xueyan Zhao, 2020. "Weak Identification in Discrete Choice Models," Papers 2011.06753, arXiv.org, revised Jan 2021.
  17. repec:osf:metaar:3qp2w_v1 is not listed on IDEAS
  18. Hasan, Mostafa Monzur & Cheung, Adrian (Wai Kong) & Marwick, Trevor, 2022. "Corporate sexual orientation equality policies and the cost of equity capital," Journal of Behavioral and Experimental Finance, Elsevier, vol. 34(C).
  19. Hilt, Eric & Jaremski, Matthew & Rahn, Wendy, 2022. "When Uncle Sam introduced Main Street to Wall Street: Liberty Bonds and the transformation of American finance," Journal of Financial Economics, Elsevier, vol. 145(1), pages 194-216.
  20. Chuhui Li & Donald S. Poskitt & Frank Windmeijer & Xueyan Zhao, 2022. "Binary outcomes, OLS, 2SLS and IV probit," Econometric Reviews, Taylor & Francis Journals, vol. 41(8), pages 859-876, September.
  21. Windmeijer, Frank, 2024. "Testing underidentification in linear models, with applications to dynamic panel and asset pricing models," Journal of Econometrics, Elsevier, vol. 240(2).
  22. Matteo Aquilina & Giulio Cornelli & Marina Sanchez del Villar, 2024. "Regulation, information asymmetries and the funding of new ventures," BIS Working Papers 1162, Bank for International Settlements.
  23. Ishise, Hirokazu, 2025. "Religion as an informal institution: A case of true pure land Buddhism and missing women in early modern Japan," Journal of Economic Behavior & Organization, Elsevier, vol. 229(C).
  24. Juodis, Arturas & Sarafidis, Vasilis, 2020. "Online Supplement to An Incidental Parameters Free Inference Approach for Panels with Common Shocks," MPRA Paper 104908, University Library of Munich, Germany.
  25. Yu, Yantuan & Zhang, Ning, 2021. "Low-carbon city pilot and carbon emission efficiency: Quasi-experimental evidence from China," Energy Economics, Elsevier, vol. 96(C).
  26. Giulio Cornelli & Magdalena Erdem & Egon Zakrajsek, 2024. "CEO turnover risk and firm environmental performance," BIS Working Papers 1190, Bank for International Settlements.
  27. Dennis Lim & Wenjie Wang & Yichong Zhang, 2024. "A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions," Papers 2412.01603, arXiv.org.
  28. Angel, Marco Del & Richardson, Gary, 2024. "Independent regulators and financial stability evidence from gubernatorial election campaigns in the Progressive Era," Journal of Financial Economics, Elsevier, vol. 152(C).
  29. Wang, Wenjie & Zhang, Yichong, 2024. "Wild bootstrap inference for instrumental variables regressions with weak and few clusters," Journal of Econometrics, Elsevier, vol. 241(1).
  30. Antoine, Bertille & Renault, Eric, 2020. "Testing identification strength," Journal of Econometrics, Elsevier, vol. 218(2), pages 271-293.
  31. Steven T. Berry & Philip A. Haile, 2021. "Foundations of Demand Estimation," NBER Working Papers 29305, National Bureau of Economic Research, Inc.
  32. repec:hal:cdiwps:halshs-02532955 is not listed on IDEAS
  33. Lim, Dennis & Wang, Wenjie & Zhang, Yichong, 2024. "A conditional linear combination test with many weak instruments," Journal of Econometrics, Elsevier, vol. 238(2).
  34. Yang Cai & Sijie Hu & Shengmin Sun, 2024. "Confucianism and war mobilization: evidence from Chinese revolutions," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), vol. 18(2), pages 493-529, May.
  35. J r my Boccanfuso, 2022. "Consumption Response Heterogeneity and Dynamics with an Inattention Region," Working Papers wp1172, Dipartimento Scienze Economiche, Universita' di Bologna.
  36. Mostafa Monzur Hasan & Grantley Taylor & Grant Richardson, 2022. "Brand Capital and Stock Price Crash Risk," Management Science, INFORMS, vol. 68(10), pages 7221-7247, October.
  37. Carmen Aina & Daniela Sonedda, 2022. "Sooner or later? The impact of child education on household consumption," Empirical Economics, Springer, vol. 63(4), pages 2071-2099, October.
  38. Gregory Cox, 2022. "Weak Identification in Low-Dimensional Factor Models with One or Two Factors," Papers 2211.00329, arXiv.org, revised Mar 2024.
  39. Zhixin Zeng & Xiaojun Wang, 2021. "Effects of Domestic Tourism on Urban-Rural Income Inequality: Evidence from China," Sustainability, MDPI, vol. 13(16), pages 1-21, August.
  40. Justine Hastings & Ryan Kessler & Jesse M. Shapiro, 2021. "The Effect of SNAP on the Composition of Purchased Foods: Evidence and Implications," American Economic Journal: Economic Policy, American Economic Association, vol. 13(3), pages 277-315, August.
  41. Frank Windmeijer, 2022. "Weak Instruments, First-Stage Heteroskedasticity, the Robust F-Test and a GMM Estimator with the Weight Matrix Based on First-Stage Residuals," Papers 2208.01967, arXiv.org.
  42. Hasan, Mostafa Monzur & Hossain, Ashrafee & Jiang, Haiyan, 2025. "Political sentiment and credit ratings," The British Accounting Review, Elsevier, vol. 57(3).
  43. Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
  44. Camilo García-Jimeno & Angel Iglesias & Pinar Yildirim, 2022. "Information Networks and Collective Action: Evidence from the Women's Temperance Crusade," American Economic Review, American Economic Association, vol. 112(1), pages 41-80, January.
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