Reference health
Leave‐Out Estimation of Variance Components
43/43 checkable references clean · checked 2026-09-23
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
12 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 43 checked references that resolve
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Database-friendly random projections: Johnson-Lindenstrauss with binary coins
resolves10.1111/j.1467-985X.2007.00533.x
High Wage Workers and Low Wage Firms: Negative Assortative Matching or Limited Mobility Bias?
resolves10.1002/(SICI)1099-1255(199901/02)14:1<57::AID-JAE501>3.0.CO;2-G
Jackknife instrumental variables estimation
resolves10.1093/restud/rdr045
Identifying Distributional Characteristics in Random Coefficients Panel Data Models
resolves10.1093/qje/qjv038
Bargaining, Sorting, and the Gender Wage Gap: Quantifying the Impact of Firms on the Relative Pay of Women *
resolves10.1080/01621459.2017.1328360
Inference in Linear Regression Models with Many Covariates and Heteroscedasticity
resolves10.1016/j.jeconom.2013.08.003
Testing overidentifying restrictions with many instruments and heteroskedasticity
resolves10.1017/S0266466611000120
ASYMPTOTIC DISTRIBUTION OF JIVE IN A HETEROSKEDASTIC IV REGRESSION WITH MANY INSTRUMENTS
resolves10.1093/qje/qjr041
How Does Your Kindergarten Classroom Affect Your Earnings? Evidence from Project Star
resolves10.1016/S0304-4076(03)00118-0
Empirical likelihood estimation and consistent tests with conditional moment restrictions
resolves10.1111/1468-2354.00135
Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors
resolves10.1111/j.1468-0262.2004.00533.x
Jackknife and Analytical Bias Reduction for Nonlinear Panel Models
resolves10.2307/1909442
The Validity of Cross-Sectionally Estimated Behavior Equations in Time Series Applications
resolves10.1007/s00440-017-0824-7
Asymptotics for high dimensional regression M-estimates: fixed design results
resolves10.1016/0304-4076(85)90158-7
Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
resolves10.2307/2525779
The Bias of Instrumental Variable Estimators of Simultaneous Equation Systems
resolves10.1214/aoms/1177729893
Adjustment of an Inverse Matrix Corresponding to a Change in One Element of a Given Matrix
The 12 references without a DOI — listed, not checked
no DOI — not checkedAbowd, J. M., R. H. Creecy, F. Kramarz et al. (2002): “Computing Person and Firm Effects Using Linked Longitudinal Employer-Employee Data,” Technical report, Center for Economic Studies, US Census Bureau.
no DOI — not checkedAnatolyev, S., and M. Sølvsten (2020): “Testing Many Restrictions Under Heteroskedasticity,” arXiv preprint arXiv:2003.07320.
no DOI — not checkedAEA Papers and Proceedings
no DOI — not checkedSpectral Graph Theory. Number 92
no DOI — not checkedStatistical Methods for Research Workers
no DOI — not checkedNewey, W. K., and J. R. Robins (2018): “Cross-Fitting and Fast Remainder Rates for Semiparametric Estimation,” arXiv preprint arXiv:1801.09138.
no DOI — not checkedThe Analysis of Variance
no DOI — not checkedVariance Components
no DOI — not checkedTheil, H. (1961): Economic forecasts and policy.
no DOI — not checkedecta200186-bib-0054
no DOI — not checkedWoodbury, M. A. (1949): “The Stability of out-Input Matrices,” Chicago, IL, 9.
no DOI — not checkedEconometric Analysis of Cross Section and Panel Data
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