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...

Bibliografski detalji
Glavni autor:	Dovì, MS
Daljnji autori:	Mavroeidis, S
Format:	Disertacija
Jezik:	English
Izdano:	2022
Teme:	Macroeconomics > Econometric models Econometrics

Slični predmeti

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