Essays on weak identification in high-dimensional models with applications in macroeconomics

Essays on weak identification in high-dimensional models with applications in macroeconomics

<p>This thesis consists of four self-contained chapters.</p> <p>Chapter 2 (co-authored with Prof. Sophocles Mavroeidis and Prof. Anders Kock) considers hypothesis testing in instrumental variable (IV) regression models with few included exogenous covariates but many instruments--p...

Disgrifiad llawn

Manylion Llyfryddiaeth
Prif Awdur:	Dovì, MS
Awduron Eraill:	Mavroeidis, S
Fformat:	Traethawd Ymchwil
Iaith:	English
Cyhoeddwyd:	2022
Pynciau:	Macroeconomics > Econometric models Econometrics

Eitemau Tebyg

Computational macroeconomics for the open economy /
gan: Lim, G. C. (Guay C.), et al.
Cyhoeddwyd: (c200)

Essays in international economics and the environment
gan: Feddersen, J
Cyhoeddwyd: (2013)

Dynamic linear economic models /
gan: 424815 Kenkel, James L.
Cyhoeddwyd: (1974)

Econometrics, macroeconomics and economic policy : selected papers of Carl F Christ /
gan: 174650 Christ, Carl F.
Cyhoeddwyd: (1996)

A Welfare and Pass-Through Effects of Regulations within Imperfect Competition
gan: Alali, W Y, et al.
Cyhoeddwyd: (2022)

Simple Rules of the Monetary Policy and Incomplete Exchange Rate Pass-Through
gan: Alali, W Y
Cyhoeddwyd: (2023)

Exchange Rate Volatility And Macroeconomic Fundamentals In Four ASEAN Countries
gan: Chong, Lee Lee
Cyhoeddwyd: (2006)

Identification and inference for econometric models : essays in honor of Thomas Rothenberg /
gan: Andrews, Donald W. K., et al.
Cyhoeddwyd: (2005)

Remittance and Macroeconomic Performance in Top Migrating Countries
gan: Olajide O. Oyadeyi, et al.
Cyhoeddwyd: (2024-04-01)

Essays on model selection
gan: Guo, Y
Cyhoeddwyd: (2021)

On the macroeconomics of asset shortages
gan: Caballero, Ricardo J.
Cyhoeddwyd: (2011)

A study on the effect of macroeconomics instability index on private investment in Iran
gan: Aziz Saki, et al.
Cyhoeddwyd: (2012-10-01)

The 'surprising' origin and nature of financial crises : a macroeconomic policy proposal
gan: Caballero, Ricardo J., et al.
Cyhoeddwyd: (2011)

Econometric studies of macro and monetary relations : papers presented at the conference/
gan: Australisian Conference of Econometricians (2nd : 1971 : Monash University), et al.
Cyhoeddwyd: (1973)

Labor force macroeconomics in Egypt : structure of a general equilibrium model
gan: Boutros-Ghali, Y., et al.
Cyhoeddwyd: (2011)

Econometric models, techniques and applications /
gan: 201513 Intriligator, Michael D., et al.
Cyhoeddwyd: (1996)

Essays on asymptotics of outlier detection algorithms with applications to economics
gan: Jiao, X
Cyhoeddwyd: (2019)

Econometric models, techniques and applications /
gan: 201513 Intriligator, Michael D.
Cyhoeddwyd: (1978)

Essays on empirical econometrics
gan: Gdula, OE
Cyhoeddwyd: (2021)

Essays in econometrics and forecasting
gan: Fawcett, N
Cyhoeddwyd: (2008)

Assessing the impact of energy and macroeconomic shocks on the Romanian economy: a Bayesian VAR approach
gan: Alexandru George NEACȘU, et al.
Cyhoeddwyd: (2024-12-01)

Technology and the macroeconomy
gan: Kariel, J
Cyhoeddwyd: (2021)

Improving the teaching of econometrics
gan: Hendry, D, et al.
Cyhoeddwyd: (2016)

Economic models, estimation and risk programming : essays in honour of Gerhard Tintner /
gan: Fox, Karl August, 1917-
Cyhoeddwyd: (1969)

Kaedah dan model ekonometrik /
gan: Osman Rani Hassan, 1942-, et al.
Cyhoeddwyd: (1987)

Econometric modeling : a likelihood approach /
gan: 380476 Hendry, David F., et al.
Cyhoeddwyd: (2007)

The econometrics of macroeconomic modelling : advanced texts in econometrics /
gan: Bardsen, Gunnar
Cyhoeddwyd: (2005)

Modelling Health Financing Performance in Europe in the Context of Macroeconomic Uncertainties
gan: Marius Sorin Dincă, et al.
Cyhoeddwyd: (2023-12-01)

APPLICATION OF SEM AND QARDL MODELS IN THE PRACTICE OF ANALYSIS OF THE INFLUENCE OF EXCHANGE RATE VOLATILITY ON MACROECONOMIC INDICATORS
gan: Roman Shchur, et al.
Cyhoeddwyd: (2025-02-01)

Essays in econometrics : collected papers of Clive W.J. Granger /
gan: 349909 Granger, C. W. J. (Clive William John), 1934-, et al.
Cyhoeddwyd: (2001)

Econometric modeling and inference /
gan: 285891 Florens, J. P., et al.
Cyhoeddwyd: (2007)

Macroeconomic modelling and policy implications : in honour of Pertti Kukkonen /
gan: Honkapohja, Seppo, 1951-, et al.
Cyhoeddwyd: (1993)

Essays in panel data and financial econometrics
gan: Pakel, C
Cyhoeddwyd: (2012)

Contributions to spatial econometrics: non-linearity, causality and empirical applications
gan: Esteban Fernández Vázquez, et al.
Cyhoeddwyd: (2011-01-01)

Assumption violations in instrumental variables regression: weak instruments in subvector testing under heteroskedasticity and assessing the exclusion restriction
gan: Esenther, A
Cyhoeddwyd: (2022)

Large dimensional factor analysis /
gan: 264069 Bai, Jushan, et al.
Cyhoeddwyd: (2008)

Econometrics for Daily Lives /
gan: Vu, Tam Bang, author
Cyhoeddwyd: (2018)

A concise introduction to econometrics : an intuitive guide /
gan: Franses, Philip Hans, 1963-
Cyhoeddwyd: (2002)

An essay on aggregation theory and practices,
gan: Kuh, Edwin
Cyhoeddwyd: (2011)

Handbook of applied econometrics and statistical inference /
gan: Ullah, Aman, et al.
Cyhoeddwyd: (2002)