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Asymptotic properties of the Hahn-Hausman test for weak-instruments. (2005). Yogo, Motohiro ; Stock, James ; Hausman, Jerry.
In: Economics Letters.
RePEc:eee:ecolet:v:89:y:2005:i:3:p:333-342.

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  34. Asymptotic properties of the Hahn-Hausman test for weak-instruments. (2005). Yogo, Motohiro ; Stock, James ; Hausman, Jerry.
    In: Economics Letters.
    RePEc:eee:ecolet:v:89:y:2005:i:3:p:333-342.

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  35. Inference with Weak Instruments. (2005). Stock, James ; Andrews, Donald.
    In: Cowles Foundation Discussion Papers.
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  36. GMM with Many Moment Conditions. (2005). Phillips, Peter ; Han, Chirok.
    In: Cowles Foundation Discussion Papers.
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  37. Optimal Instruments in Time Series: A Survey. (2005). Anatolyev, Stanislav.
    In: Working Papers.
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  38. Bias Corrected Instrumental Variables Estimation for Dynamic Panel Models with Fixed E¤ects. (2005). Kuersteiner, Guido ; Hausman, Jerry ; Hahn, Jinyong.
    In: Boston University - Department of Economics - Working Papers Series.
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  39. Consistent Estimation with a Large Number of Weak Instruments. (2004). Swanson, Norman ; Chao, John.
    In: Departmental Working Papers.
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  40. Estimation and Testing Using Jackknife IV in Heteroskedastic Regressions With Many Weak Instruments. (2004). Swanson, Norman ; Chao, John.
    In: Departmental Working Papers.
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  41. Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies. (2004). Lechner, Michael ; Frölich, Markus.
    In: IZA Discussion Papers.
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  42. Quasi Empirical Likelihood Estimation of Moment Condition Models. (2004). Sherlund, Shane.
    In: Econometric Society 2004 North American Summer Meetings.
    RePEc:ecm:nasm04:507.

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  43. Regional Treatment Intensity as an Instrument for the Evaluation of Labour Market Policies. (2004). Lechner, Michael ; Frölich, Markus.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:4304.

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  44. Alternative Approximations of the Bias and MSE of the IV Estimator Under Weak Identification With an Application to Bias Correction. (2003). Swanson, Norman ; Chao, John.
    In: Departmental Working Papers.
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  45. Asymptotic Normality of Single-Equation Estimators for the Case with a Large Number of Weak Instruments. (2003). Swanson, Norman ; Chao, John.
    In: Departmental Working Papers.
    RePEc:rut:rutres:200312.

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  46. Empirical likelihood estimation and consistent tests with conditional moment restrictions. (2003). Newey, Whitney ; Imbens, Guido ; Donald, Stephen.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:117:y:2003:i:1:p:55-93.

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  47. Alternative Approximations of the Bias and MSE of the IV Estimator under Weak Identification with an Application to Bias Correction. (2003). Swanson, Norman ; Chao, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1418.

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  48. Consistent Estimation with a Large Number of Weak Instruments. (2003). Swanson, Norman ; Chao, John.
    In: Cowles Foundation Discussion Papers.
    RePEc:cwl:cwldpp:1417.

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  49. Testing for Weak Instruments in Linear IV Regression. (2002). Yogo, Motohiro ; Stock, James.
    In: NBER Technical Working Papers.
    RePEc:nbr:nberte:0284.

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  50. Estimation and Inference in Short Panel Vector Autoregressions with Unit Roots and Cointegration. (2000). Pesaran, Mohammad ; Binder, Michael ; Hsaio, C..
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:0003.

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