Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
From MaRDI portal
Publication:280236
DOI10.1016/J.JECONOM.2006.06.008zbMATH Open1418.62447OpenAlexW2146002993MaRDI QIDQ280236FDOQ280236
Authors: Jean-Marie Dufour, Mohamed Taamouti 
Publication date: 9 May 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2006.06.008
Recommendations
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
- Proxy and instrumental variable methods in a regression model with one of the regressors missing
- Tests based on \(t\)-statistics for IV regression with weak instruments
- Instrumental Variables Regression with Weak Instruments
- Instrumental variables estimation with partially missing instruments
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Parametric hypothesis testing (62F03) Linear regression; mixed models (62J05) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)
Cites Work
- The Bias of Instrumental Variable Estimators
- Title not available (Why is that?)
- Choosing the Number of Instruments
- Instrumental Variables Regression with Weak Instruments
- Title not available (Why is that?)
- Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- A Consistent Method for the Selection of Relevant Instruments
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
- GMM with Weak Identification
- Title not available (Why is that?)
- A Conditional Likelihood Ratio Test for Structural Models
- A New Specification Test for the Validity of Instrumental Variables
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Title not available (Why is that?)
- Title not available (Why is that?)
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Simultaneous statistical inference. 2nd ed
- Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
- Title not available (Why is that?)
- Detecting lack of identification in GMM
- Judging Instrument Relevance in Instrumental Variables Estimation
- Notes on bias in estimators for simultaneous equation models.
- Title not available (Why is that?)
- Title not available (Why is that?)
- Conditional inference for possibly unidentified structural equations
- Finite-sample instrumental variables inference using an asymptotically pivotal statistic
- Generalized Chow Tests for Structural Change: A Coordinate-Free Approach
- Testing Parameters in GMM Without Assuming that They Are Identified
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Title not available (Why is that?)
- A Contribution to the Empirics of Economic Growth
Cited In (22)
- Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
- Finite sample multivariate tests of asset pricing models with coskewness
- Estimation uncertainty in structural inflation models with real wage rigidities
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
- Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Projection-based inference with particle swarm optimization
- Identification-robust nonparametric inference in a linear IV model
- Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models
- On the precision of Calvo parameter estimates in structural NKPC models
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
- Identification and inference in two-pass asset pricing models
- Instrument endogeneity and identification-robust tests: some analytical results
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
- Subset hypotheses testing and instrument exclusion in the linear IV regression
- Robust inference in nonlinear models with mixed identification strength
- A new projection-type split-sample score test in linear instrumental variables regression
- Specification testing in models with many instruments
- A new method of projection-based inference in GMM with weakly identified nuisance parameters
- Identification robust inference in cointegrating regressions
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
Uses Software
This page was built for publication: Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q280236)
