Tests based on \(t\)-statistics for IV regression with weak instruments

DOI10.1016/j.jeconom.2014.03.012zbMath1311.62099OpenAlexW1970041227MaRDI QIDQ2511804

Lucas P. Vilela, Benjamin Mills, Marcelo J. Moreira

Publication date: 6 August 2014

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2014.03.012

zbMATH Keywords

weak instrumentsinstrumental variables regressionsimilar testsoptimal testsinvariant testsunbiased tests

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Parametric hypothesis testing (62F03)

Related Items (3)

Instrument strength in IV estimation and inference: a guide to theory and practice ⋮ On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference ⋮ Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors

Cites Work

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• Some Properties of a Modification of the Limited Information Estimator
• Instrumental Variables Regression with Weak Instruments
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
• Choosing the Number of Instruments
• Decision Theory Applied to an Instrumental Variables Model
• Testing Statistical Hypotheses
• 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

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