Thesis
Essays on weak identification in high-dimensional models with applications in macroeconomics
- Abstract:
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This thesis consists of four self-contained chapters.
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--possibly more than the number of observations. We look for a method of inference that controls asymptotic size when there is heteroskedasticity and the instruments may be arbitrarily weak. We show that a ridge-regu...
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(Preview, Dissemination version, pdf, 15.8MB, Terms of use)
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Authors
Contributors
+ Kock, A
- Role:
- Contributor
+ Mavroeidis, S
- Institution:
- University of Oxford
- Division:
- SSD
- Department:
- Economics
- Sub department:
- Economics
- Role:
- Supervisor
- ORCID:
- 0000-0002-8851-8044
+ Studienstiftung des Deutschen Volkes
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- Funder identifier:
- http://dx.doi.org/10.13039/501100004350
- DOI:
- Type of award:
- DPhil
- Level of award:
- Doctoral
- Awarding institution:
- University of Oxford
- Language:
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English
- Keywords:
- Subjects:
- Deposit date:
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2022-07-26
- ARK identifier:
Terms of use
- Copyright holder:
- Dovì, MS
- Copyright date:
- 2022
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