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...

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Bibliografiske detaljer
Hovedforfatter:	Dovì, MS
Andre forfattere:	Mavroeidis, S
Format:	Thesis
Sprog:	English
Udgivet:	2022
Fag:	Macroeconomics > Econometric models Econometrics

Lignende værker

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

Essays in international economics and the environment
af: Feddersen, J
Udgivet: (2013)

Dynamic linear economic models /
af: 424815 Kenkel, James L.
Udgivet: (1974)

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

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

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

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

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

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

Essays on model selection
af: Guo, Y
Udgivet: (2021)

On the macroeconomics of asset shortages
af: Caballero, Ricardo J.
Udgivet: (2011)

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

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

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

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

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

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

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

Essays on empirical econometrics
af: Gdula, OE
Udgivet: (2021)

Essays in econometrics and forecasting
af: Fawcett, N
Udgivet: (2008)

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

Technology and the macroeconomy
af: Kariel, J
Udgivet: (2021)

Improving the teaching of econometrics
af: Hendry, D, et al.
Udgivet: (2016)

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

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

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

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

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

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

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

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

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

Essays in panel data and financial econometrics
af: Pakel, C
Udgivet: (2012)

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

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

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

Econometrics for Daily Lives /
af: Vu, Tam Bang, author
Udgivet: (2018)

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

An essay on aggregation theory and practices,
af: Kuh, Edwin
Udgivet: (2011)

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