Conceptual frameworks and experimental design in simultaneous equations

DOI10.1016/J.ECONLET.2007.12.012zbMATH Open1255.62224OpenAlexW2094451902MaRDI QIDQ1934847FDOQ1934847

Authors: D. S. Poskitt, C. L. Skeels 

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.12.012

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zbMATH Keywords

simulation experiments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Design of statistical experiments (62K99)

Cites Work

• Instrumental Variables Regression with Weak Instruments
• A Conditional Likelihood Ratio Test for Structural Models
• Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
• Guest editorial. Endogeneity, instruments and identification
• Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
• Conditional inference for possibly unidentified structural equations

Cited In (4)

• The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
• On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
• The limitations of experimental design: A case study involving monetary incentive effects in laboratory markets
• Experimental designs in triangular simultaneous equations models

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