This document has not been cited yet.

References contributed by pfo235-27769

1. Anderson, T. (2005). Origins of the Limited Information Maximum Likelihood and Two-Stage Least Squares Estimators. Journal of Econometrics, 127(1):1–16. Angrist, J., Imbens, G., and Krueger, A. (1999). Jackknife Instrumental Variables Estimation. Journal of Applied Econometrics, 14:57–67.

2. Angrist, J. and Krueger, A. (1991). Does Compulsory School Attendance Affect Schooling and Earnings? Quarterly Journal of Economics, 106(4):979–1014.

3. Angrist, J. and Krueger, A. (1995). Split-Sample Instrumental Variables Estimates of the Return to Schooling. Journal of Business and Economic Statistics, 13(2):225–235.

4. Bekker, P. (1994). Alternative Approximations to the Distributions of Instrumental Variable Estimators. Econometrica, 62(3):657–681.

5. Bound, J., Jaeger, D., and Baker, R. (1995). Problems with instrumental variables estimation when the correlation between the instruments and the endogenous explanatory variable is weak. Journal of the American Statistical Association, 90(430):443–450.
   Paper not yet in RePEc: Add citation now
   

6. Breusch, T. and Pagan, A. (1979). A Simple Test for the Heteroskedasticity and Random Coefficient Variation. Econometrica, 47:1287–1297.

7. Card, D. (1999). The Causal Effect of Education on Earnings. Handbooks in Economics, 5(3A):1801–1864.

8. Chao, J. and Swanson, N. (2004). Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions with Many Weak Instruments. Rutgers University Economics Working Paper No. 2004-20.

9. Chao, J. and Swanson, N. (2005). Consistent Estimation with a Large Number of Weak Instruments. Econometrica, 73(5):1673–1692.

10. Chao, J., Swanson, N., Hausman, J., Newey, W., and Woutersen, T. (2007). Asymptotic Distribution of JIVE in a Heteroskedastic IV Regression with Many Instruments. Technical report, Working Paper, Rutgers.
    Paper not yet in RePEc: Add citation now
    
11. Cook, R. (1977). Detection of Influential Observation in Linear Regression. Techometrics, 19:15–18.
    Paper not yet in RePEc: Add citation now
    
12. Cook, R. and Weisberg, S. (1982). Residuals and influence in regression. Chapman and Hall New York.
    Paper not yet in RePEc: Add citation now
    
13. Greene, W. (2003). Econometric Analysis (5th).
    Paper not yet in RePEc: Add citation now
    

14. Hausman, J., Newey, W., Woutersen, T., Chao, J., and Swanson, N. (2008). Instrumental Variable Estimation with Heteroskedasticity and Many Instruments. Working Paper.

15. Imbens, G. and Wooldridge, J. (2007). Weak Instruments and Many Instruments. Lecture Notes 13, NBER Summer 2007.
    Paper not yet in RePEc: Add citation now
    
16. Mikusheva, A. (2007). Uniform Inferences in Econometrics. Chapter 3, PhD Thesis, Harvard University, Department of Economics.
    Paper not yet in RePEc: Add citation now
    

17. Pagan, A. and Hall, A. (1983). Diagnostic Tests as Residual Analysis. Econometric Reviews, 2(2):159–218.

18. Staiger, D. and Stock, J. (1997). Instrumental Variables Regression with Weak Instruments. Econometrica, 65(3):557–586.

19. Stock, J. and Yogo, M. (2002). Testing for Weak Instruments in Linear IV Regression. NBER Working Paper.

20. Stock, J., Wright, J., and Yogo, M. (2002). A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments. Journal of Business & Economic Statistics, 20(4):518–529.

21. Theil, H. (1953). Repeated Least Squares Applied to Complete Equation Systems. The Hague: Central Planning Bureau.
    Paper not yet in RePEc: Add citation now
    

22. van der Klaauw, W. (2002). Estimating the Effect of Financial Aid Offers on College Enrollment: A Regression-Discontinuity Approach. Internationl Economic Review, 43(4):1249–1287.

23. Weisberg, S. (2005). Applied Linear Regression. John Wiley & Sons New York.
    Paper not yet in RePEc: Add citation now
    

24. White, H. (1980). A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity. Econometrica, 48(4):817–838.

1. Instrumental Variable Estimation with Many Instruments Using Elastic-Net IV. (2023). Skolkova, Alena.
   In: CERGE-EI Working Papers.
   RePEc:cer:papers:wp759.

   Full description at Econpapers || Download paper

2. Feature Screening in High Dimensional Regression with Endogenous Covariates. (2022). Lin, LU ; Hu, Qinqin.
   In: Computational Economics.
   RePEc:kap:compec:v:60:y:2022:i:3:d:10.1007_s10614-021-10174-x.

   Full description at Econpapers || Download paper

3. Fast, Robust Inference for Linear Instrumental Variables Models using Self-Normalized Moments. (2022). Rose, Christiern ; Gautier, Eric.
   In: Papers.
   RePEc:arx:papers:2211.02249.

   Full description at Econpapers || Download paper

4. .

   Full description at Econpapers || Download paper

5. Environmental Kuznets Curve and the Pollution-Halo/Haven Hypotheses: An Investigation in Brazilian Municipalities. (2021). de Castro, Flavia ; Ferraz, Diogo ; Polloni-Silva, Eduardo ; Moralles, Herick Fernando ; Do, Daisy Aparecida.
   In: Sustainability.
   RePEc:gam:jsusta:v:13:y:2021:i:8:p:4114-:d:531594.

   Full description at Econpapers || Download paper

6. Double learning or double blinding: an investigation of vendor private information acquisition and consumer learning via online reviews. (2018). Liu, Ling ; Loong, Alain Yee ; Dow, Kevin E ; Hu, Nan.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:270:y:2018:i:1:d:10.1007_s10479-016-2243-z.

   Full description at Econpapers || Download paper

7. A New Kind of Two-Stage Least Squares Based on Shapley Value Regression. (2017). Mishra, Sudhanshu.
   In: MPRA Paper.
   RePEc:pra:mprapa:83534.

   Full description at Econpapers || Download paper

8. Alternative Graphical Representations of the Confidence Intervals for the Structural Coefficient from Exactly Identified Two-Stage Least Squares.. (2017). Lye, Jeanette ; Hirschberg, Joseph.
   In: Department of Economics - Working Papers Series.
   RePEc:mlb:wpaper:2026.

   Full description at Econpapers || Download paper

9. Identification, Instruments, Omitted Variables, and Rudimentary Models: Fallacies in the ‘Experimental Approach’ to Econometrics. (2017). Biorn, Erik.
   In: Memorandum.
   RePEc:hhs:osloec:2017_013.

   Full description at Econpapers || Download paper

10. Financial Constraints, Innovation Performance and Sectoral Disaggregation. (2016). Vahter, Priit ; Efthyvoulou, Georgios.
    In: Manchester School.
    RePEc:bla:manchs:v:84:y:2016:i:2:p:125-158.

    Full description at Econpapers || Download paper

11. What Drives India’s Rice Stocks? Empirical Evidence. (2016). Kalkuhl, Matthias ; Brockhaus, Jan ; Kozicka, Marta.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235659.

    Full description at Econpapers || Download paper

12. Estimating import supply and demand elasticities: Analysis and implications. (2015). Soderbery, Anson.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:96:y:2015:i:1:p:1-17.

    Full description at Econpapers || Download paper

13. Jackknife instrumental variable estimation with heteroskedasticity. (2015). Crudu, Federico ; Bekker, Paul A..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:185:y:2015:i:2:p:332-342.

    Full description at Econpapers || Download paper

14. Panel data models with multiple time-varying individual effects. (2013). Lee, Young Hoon ; Ahn, Seung ; Schmidt, Peter.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:174:y:2013:i:1:p:1-14.

    Full description at Econpapers || Download paper

15. Foreign direct investment and regional inequality: A panel data analysis. (2013). Lessmann, Christian.
    In: China Economic Review.
    RePEc:eee:chieco:v:24:y:2013:i:c:p:129-149.

    Full description at Econpapers || Download paper

16. Financial Constraints, Innovation Performance and Sectoral Disaggregation. (2012). Vahter, Priit ; Efthyvoulou, Georgios.
    In: Working Papers.
    RePEc:shf:wpaper:2012030.

    Full description at Econpapers || Download paper

17. Econometric notes. (2012). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:71440.

    Full description at Econpapers || Download paper

18. Econometric notes. (2012). Calzolari, Giorgio.
    In: MPRA Paper.
    RePEc:pra:mprapa:36765.

    Full description at Econpapers || Download paper

19. Foreign Direct Investment and Regional Inequality: A Panel Data Analysis. (2012). Lessmann, Christian.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_4037.

    Full description at Econpapers || Download paper

20. Demanding Customers: Consumerist Patients and Quality of Care. (2011). Zeckhauser, Richard ; Rizzo, John ; Fang, Hai ; Miller, Nolan H..
    In: The B.E. Journal of Economic Analysis & Policy.
    RePEc:bpj:bejeap:v:11:y:2011:i:1:n:59.

    Full description at Econpapers || Download paper

21. On the asymptotic optimality of the LIML estimator with possibly many instruments. (2010). Kunitomo, Naoto ; Matsushita, Yukitoshi ; Anderson, T. W..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:157:y:2010:i:2:p:191-204.

    Full description at Econpapers || Download paper

22. On the Sensitivity of Return to Schooling Estimates to Estimation Methods, Model Specification, and Influential Outliers If Identification Is Weak. (2009). Jaeger, David ; Parys, Juliane.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp3961.

    Full description at Econpapers || Download paper

23. On the Asymptotic Optimality of the LIML Estimator with Possibly Many Instruments. (2008). Matsushita, Yukitoshi ; Kunitomo, Naoto ; Anderson, T. W..
    In: CIRJE F-Series.
    RePEc:tky:fseres:2008cf542.

    Full description at Econpapers || Download paper

24. Demanding Customers: Consumerist Patients and Quality of Care. (2008). Zeckhauser, Richard ; Rizzo, John ; Fang, Hai ; Miller, Nolan H..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:14350.

    Full description at Econpapers || Download paper

25. Demanding Customers: Consumerist Patients and Quality of Care. (2008). Zeckhauser, Richard ; Rizzo, John ; Fang, Hai ; Miller, Nolan .
    In: Working Paper Series.
    RePEc:ecl:harjfk:rwp08-042.

    Full description at Econpapers || Download paper

26. Estimation of structural econometric equations (in Russian). (2007). Pollock, David.
    In: Quantile.
    RePEc:qnt:quantl:y:2007:i:2:p:49-59.

    Full description at Econpapers || Download paper

27. Reduced rank regression for blocks of simultaneous equations. (2006). Anderson, T. W..
    In: Journal of Econometrics.
    RePEc:eee:econom:v:135:y:2006:i:1-2:p:55-76.

    Full description at Econpapers || Download paper

Report date: 2025-02-24 03:56:54 || Missing content? Let us know