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You searched for "instrumental variables"

Econometrics Paper
Second-order refinements for t-ratios with many instruments Yukitoshi Matsushita and Taisuke Otsu
May 2020
Paper No' EM 612:
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JEL Classification: C12; C26

Tags: simultaneous equation; many instrumental variables; higher order expansion

Econometrics Paper
Robustness of bootstrap in instrumental variable regression Lorenzo Camponovo and Taisuke Otsu
January 2014
Paper No' EM/2014/572:
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JEL Classification: C14; C15

Tags: bootstrap; breakdown point; instrumental variables

Econometrics Paper
Statistical Inference on Regression with Spatial Dependence Peter M Robinson and Supachoke Thawornkaiwong
April 2010
Paper No' EM/2010/554:
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JEL Classification: C13; C14; C21

Tags: linear regression; partly linear regression; nonparametric regression; spatial data; instrumental variables; asymptotic normality; variance estimation

Econometrics Paper
An Alternative Way of Computing Efficient Instrumental Variable Estimators Xiaohong Chen, David T. Jacho-Chávez and Oliver Linton June 2009
Paper No' EM/2009/536:
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JEL Classification: C12, C13, C14.

Tags: instrumental variables; minimum distance; semiparametric efficiency; two-stage least squares

Econometrics Paper
Instrumental Variables Estimation of Stationary and Nonstationary Cointegrating Regressions Peter M Robinson and M. Gerolimetto April 2006
Paper No' EM/2006/500:
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JEL Classification: C32

Tags: cointegration; instrumental variables estimation; i(d) processes.