Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
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Cited in
(68)- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
- A maximum likelihood method for the incidental parameter problem
- Linear model IV estimation when instruments are many or weak
- Minimum distance approach to inference with many instruments
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- Conceptual frameworks and experimental design in simultaneous equations
- Robust uniform inference for quantile treatment effects in regression discontinuity designs
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression
- Inference in second-order identified models
- Generic results for establishing the asymptotic size of confidence sets and tests
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
- Uniformity and the delta method
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
- Some properties of tests for parameters that can be arbitrarily close to being unidentified
- Structural inference from reduced forms with many instruments
- Estimation uncertainty in structural inflation models with real wage rigidities
- Tests based on t-statistics for IV regression with weak instruments
- Identification robust inference in cointegrating regressions
- Instrumental variables: an econometrician's perspective
- Tests with correct size when instruments can be arbitrarily weak
- Testing with many weak instruments
- Performance of conditional Wald tests in IV regression with weak instruments
- Rank tests for instrumental variables regression with weak instruments
- Generalized empirical likelihood tests in time series models with potential identification failure
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
- Instrumental variable quantile regression: a robust inference approach
- A semi-parametric Bayesian approach to the instrumental variable problem
- Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
- INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
- Testing the adequacy of conventional asymptotics in GMM
- OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
- ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
- EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL
- Bootstrap inference in a linear equation estimated by instrumental variables
- ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION
- Robust inference in nonlinear models with mixed identification strength
- Inference in instrumental variable models with heteroskedasticity and many instruments
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
- On optimal inference in the linear IV model
- Admissible, similar tests: a characterization
- GEL statistics under weak identification
- Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
- Testing under weak identification with conditional moment restrictions
- Location properties of point estimators in linear instrumental variables and related models
- On the precision of Calvo parameter estimates in structural NKPC models
- Two robust tools for inference about causal effects with invalid instruments
- Weak‐instrument robust tests in two‐sample summary‐data Mendelian randomization
- Identification-robust nonparametric inference in a linear IV model
- On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
- A jackknife Lagrange multiplier test with many weak instruments
- Conditional inference in \textit{cis}-Mendelian randomization using weak genetic factors
- Confidence Intervals for Bias and Size Distortion in IV and Local Projections-IV Models
- Nonparametric Additive Instrumental Variable Estimator: A Group Shrinkage Estimation Perspective
- Risk premia from the cross-section of individual assets
- Robust Permutation Tests in Linear Instrumental Variables Regression
- Double robust inference for continuous updating GMM
- High-frequency instruments and identification-robust inference for stochastic volatility models
- A powerful subvector Anderson-Rubin test in linear instrumental variables regression with conditional heteroskedasticity
- Robust IV inference with clustering dependence
- Identification-robust inference for the LATE with high-dimensional covariates
- Robust confidence sets in the presence of weak instruments
- Applications of subsampling, hybrid, and size-correction methods
- The Hausman test and weak instruments
- Optimal inference for instrumental variables regression with non-Gaussian errors
- The classical principles of testing using instrumental variables estimates
- Statistical inference in dynamic panel data models
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