Publications & Papers by Anna Mikusheva

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Econometrics

GMM is Inadmissible Under Bounded Identification Strength

Anna Mikushev, Isaiah Andrews
June 2024

Sources

Slides
Econometrics

Weak Identification with Many Instruments

Forthcoming, Econometrics Journal
Anna Mikusheva and Liyang Sun
January 2024

Sources

Replication Files

Linear Regression with Weak Exogeneity

Anna Mikusheva and Mikkel Sølvsten
August 2023
Review of Economic Studies cover

Sources

Supplementary Appedix
Econometrics

Inference with Many Weak Instruments

The Review of Economic Studies
Anna Mikusheva, Liyang Sun
October 2022
Econometrica
Econometrics

Optimal Decision Rules for Weak GMM

Econometrica. 2022; 90(2): 715-48
Anna Mikusheva, Isaiah Andrews
March 2022
Econometrics

Isaiah Andrews, 2021 John Bates Clark Medalist

Journal of Economic Perspectives, vol. 36(1), pp. 177-90
Anna Mikusheva, Jesse M. Shapiro
December 2021

Sources

Slides
Econometrics

Many Weak Instruments in Time Series Econometrics

Anna Mikusheva
February 2021

Sources

Supplemental Appendix
Econometrics

Factor model with many assets: strong factors, weak factors and two-pass procedure

Journal of Econometrics, forthcoming
Anna Mikusheva, Stanislav Anatolyev
January 2021
Econometrics

Limit Theorems for Factor Models

Econometric Theory, 37(5), pp. 1034-74
Anna Mikusheva, Stanislav Anatolyev
September 2020
Econometrica

Sources

Supplementary Appedix
Econometrics

Conditional Inference with Functional Nuisance Parameter

Econometrica, 84(4), pp. 1571-1612
Anna Mikusheva, Isaiah Andrews
July 2016
Econometrica

Sources

Supplement Replication Files
Econometrics

Conditional Inference with a Functional Nuisance Parameter

Econometrica. 2016;84 (4) :1571-1612.
Isaiah Andrews, Anna Mikusheva
July 2016
Econometrica

Sources

Supplement
Econometrics

A Geometric Approach to Nonlinear Econometric Models

Econometrica. 2016;84 (3) :1249-1264.
Isaiah Andrews, Anna Mikusheva
May 2016
Econometrica

Sources

Supplementary Appedix Previously circulated version "A Geometric Approach to Weakly Identified Econometric Models"
Econometrics

A Geometric Approach to Nonlinear Econometric Models

Econometrica, 84(3), pp. 1249-1264
Anna Mikusheva, Isaiah Andrews
May 2016

Sources

Supplementary Appedix
Econometrics

Maximum Likelihood Inference in Weakly Identified DSGE Models

Quantitative Economics, 6, pp. 123-152
Anna Mikusheva, Isaiah Andrews
December 2015
Econometrics

Second Order Expansion of the t-statistic in AR(1) Models

Econometric Theory, 31, pp. 426-448
Anna Mikusheva
June 2015
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Sources

Supplement Replication Files
Econometrics

Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models

Quantitative Economics. 2015;6 (1) :123-152.
Isaiah Andrews, Anna Mikusheva
March 2015
Econometrics

Estimation of Dynamic Stochastic General Equillibrium Models

Quantile, 12, pp.1-21 (in Russian)
Anna Mikusheva
December 2014
Econometrics

Weak Identification in Maximum Likelihood: A Question of Information

American Economic Reviews: Papers and Proceedings, 104(5), pp.195-199
Anna Mikusheva, Isaiah Andrews
May 2014