Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
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Cited in
(53)- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
- Identification and inference in two-pass asset pricing models
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations
- 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
- Regression discontinuity designs, white noise models, and minimax
- Projection-based inference with particle swarm optimization
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form
- Estimation uncertainty in structural inflation models with real wage rigidities
- Identification robust inference in cointegrating regressions
- A test for Kronecker product structure covariance matrix
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
- Generalized empirical likelihood tests in time series models with potential identification failure
- A new projection-type split-sample score test in linear instrumental variables regression
- Testing the adequacy of conventional asymptotics in GMM
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form
- Impulse response matching estimators for DSGE models
- Subset hypotheses testing and instrument exclusion in the linear IV regression
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
- Robust inference in nonlinear models with mixed identification strength
- Bootstrap confidence sets with weak instruments
- Confidence sets based on inverting Anderson-Rubin tests
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
- GEL statistics under weak identification
- ASYMPTOTICS OF DIAGONAL ELEMENTS OF PROJECTION MATRICES UNDER MANY INSTRUMENTS/REGRESSORS
- Two-sample least squares projection
- Finite-sample generalized confidence distributions and sign-based robust estimators in median regressions with heterogeneous dependent errors
- Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
- On the precision of Calvo parameter estimates in structural NKPC models
- Causal Spillover Effects Using Instrumental Variables
- Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*
- Identification-robust nonparametric inference in a linear IV model
- Detecting identification failure in moment condition models
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters
- Does health behavior change after diagnosis? Evidence from fuzzy regression discontinuity
- Inference with many instruments: when is Anderson-Rubin test still useful?
- Identification-robust and simultaneous inference in multifactor asset pricing models
- Identification robust inference for the risk premium in term structure models
- 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
- Monetary policy surprises: robust dynamic causal effects
- Randomization-based confidence sets for the local average treatment effect
- Robust confidence sets in the presence of weak instruments
- Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
- A new method of projection-based inference in GMM with weakly identified nuisance parameters
- Instrument endogeneity and identification-robust tests: some analytical results
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
- Finite sample multivariate tests of asset pricing models with coskewness
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