Inference with weak instruments
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- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
- Instrumental Variables Regression with Weak Instruments
- scientific article; zbMATH DE number 5198649
- Limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous
- Tests based on t-statistics for IV regression with weak instruments
Cited in
(34)- Pooling forecasts in linear rational expectations models
- Linear model IV estimation when instruments are many or weak
- Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
- A comparison of bias approximations for the two-stage least squares (2SLS) estimator
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- Inference in structural vector autoregressions identified with an external instrument
- Some properties of tests for parameters that can be arbitrarily close to being unidentified
- Structural inference from reduced forms with many instruments
- Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares
- Instrumental variables estimation with many weak instruments using regularized JIVE
- Tests based on t-statistics for IV regression with weak instruments
- Instrumental variables: an econometrician's perspective
- Estimation and inference with weak, semi-strong, and strong identification
- Robust, Accurate Confidence Intervals with a Weak Instrument: Quarter of Birth and Education
- Instrumental Variables Regression with Weak Instruments
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
- Relative error accurate statistic based on nonparametric likelihood
- Inference with Many Weak Instruments
- PROPERTIES OF THE INVERSE OF A NONCENTRAL WISHART MATRIX
- Weak instrument inference in the presence of parameter instability
- Limiting and empirical distributions of IV estimators when some of the instruments are actually endogenous
- GEL statistics under weak identification
- Inference in the presence of weak instruments: a selected survey
- Constrained k-class Estimators in the Presence of Weak Instruments
- Editors' introduction
- Identification-robust nonparametric inference in a linear IV model
- A jackknife Lagrange multiplier test with many weak instruments
- Extending the scope of instrumental variable methods
- A more robust approach to multivariable Mendelian randomization
- Robust Permutation Tests in Linear Instrumental Variables Regression
- On GMM inference: partial identification, identification strength, and nonstandard asymptotics
- Robust confidence sets in the presence of weak instruments
- Optimal inference for instrumental variables regression with non-Gaussian errors
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