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...

書誌詳細
第一著者:	Dovì, MS
その他の著者:	Mavroeidis, S
フォーマット:	学位論文
言語:	English
出版事項:	2022
主題:	Macroeconomics > Econometric models Econometrics

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