Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
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Cited in
(48)- A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS
- Exact tests of the stability of the Phillips curve: the Canadian case
- Sensitivity analysis and power in the presence of many weak instruments: application to the effect of incarceration on future earnings
- Measuring instrument relevance in the single endogenous regressor--multiple instrument case: a simplifying procedure.
- Statistical inference in dynamic panel data models
- Inference in the presence of weak instruments: a selected survey
- Simulation-based exact jump tests in models with conditional heteroskedasticity
- Making predictions using poorly identified mathematical models
- Score tests in GMM: why use implied probabilities?
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
- Estimation uncertainty in structural inflation models with real wage rigidities
- The zero-information-limit condition and spurious inference in weakly identified models
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
- Symmetry-based inference in an instrumental variable setting
- Bootstrap validity for the score test when instruments may be weak
- Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
- Projection-based inference with particle swarm optimization
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
- Inference with weak instruments
- Bootstrap confidence sets with weak instruments
- High-frequency instruments and identification-robust inference for stochastic volatility models
- Structural inference from reduced forms with many instruments
- Robust confidence sets in the presence of weak instruments
- On the precision of Calvo parameter estimates in structural NKPC models
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
- Bayesian and classical approaches to instrumental variable regression
- Instrument endogeneity and identification-robust tests: some analytical results
- Viewing the relative efficiency of IV estimators in models with lagged and instantaneous feedbacks
- Instrumental Variables Regression with Weak Instruments
- On instrumental variable estimation of semiparametric dynamic panel data models.
- Instrumental variable model average with applications in Mendelian randomization
- Group sequential testing under instrumented difference-in-differences approach
- Finite-sample instrumental variables inference using an asymptotically pivotal statistic
- A new projection-type split-sample score test in linear instrumental variables regression
- Inference in instrumental variable models with heteroskedasticity and many instruments
- Testing endogeneity with high dimensional covariates
- Weak instrument inference in the presence of parameter instability
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Double negative control inference with some invalid negative control exposures for continuous outcome
- Identification robust inference in cointegrating regressions
- Rank tests for instrumental variables regression with weak instruments
- A jackknife Lagrange multiplier test with many weak instruments
- A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
- Instrumental variables estimation with many weak instruments using regularized JIVE
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