The validity of instruments revisited

DOI10.1016/J.JECONOM.2011.09.038zbMath1441.62610OpenAlexW2137835709WikidataQ57432756 ScholiaQ57432756MaRDI QIDQ738120

Daniel Berkowitz, Ying Fang, Mehmet Caner

Publication date: 15 August 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: http://research.soe.xmu.edu.cn/repec/upload/20081023102047055475115776.pdf

zbMATH Keywords

Berry-Esseen boundfinite sample of random variablesnear-exogeneity

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03)

Related Items (11)

Using invalid instruments on purpose: focused moment selection and averaging for GMM ⋮ Dynamic GSCANO (generalized structured canonical correlation analysis) with applications to the analysis of effective connectivity in functional neuroimaging data ⋮ Weak Instrumental Variables Models for Longitudinal Data ⋮ Identification-Robust Inference With Simulation-Based Pseudo-Matching ⋮ Select the valid and relevant moments: an information-based Lasso for GMM with many moments ⋮ Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective ⋮ Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics ⋮ Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators ⋮ A Consistent Variance Estimator for 2SLS When Instruments Identify Different LATEs ⋮ Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models ⋮ Near exogeneity, weak identification and specification testing: Some asymptotic results

Cites Work

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• ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
• Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
• The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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