Results 41 to 50 of about 115,686,837 (118)

A Specification Test for Instrumental Variables Regression with Many Instruments [PDF]

open access: yes
This paper considers specification testing for instrumental variables estimation in the presence of many instruments. The test proposed is a modified version of the Sargan (1958, Econometrica 26(3): 393-415) test of overidentifying restrictions. The test
Yoonseok Lee, Ryo Okui
core  

Computing all integer solutions of a genus 1 equation [PDF]

open access: yes
The Elliptic Logarithm Method has been applied with great successto the problem of computing all integer solutions of equations ofdegree 3 and 4 defining elliptic curves. We extend this methodto include any equation f(u,v)=0 that defines a curve of genus
Stroeker, R.J., Tzanakis, N.
core  

Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small. [PDF]

open access: yes
This paper presents a new approximation to the exact sampling distribution of the instrumental variables estimator in simultaneous equations models. It differs from many of the approximations currently available, Edgeworth expansions for example, in that
C. L. Skeels, D. S. Poskitt
core  

Identification and Inference with Many Invalid Instruments [PDF]

open access: yes
We analyze linear models with a single endogenous regressor in the presence of many instrumental variables. We weaken a key assumption typically made in this literature by allowing all the instruments to have direct effects on the outcome.
John N. Friedman   +4 more
core  

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