CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS

DOI10.1017/S0266466603195011zbMath1441.62688MaRDI QIDQ4561978

Giovanni Forchini, Grant Hillier

Publication date: 14 December 2018

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (7)

Further results on projection-based inference in IV regressions with weak, collinear or missing instruments ⋮ Some properties of tests for parameters that can be arbitrarily close to being unidentified ⋮ Testing for principal component directions under weak identifiability ⋮ Conceptual frameworks and experimental design in simultaneous equations ⋮ Sign tests for weak principal directions ⋮ Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification ⋮ Bayesian and classical approaches to instrumental variable regression

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