Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
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- A Conditional Likelihood Ratio Test for Structural Models
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- A Contribution to the Empirics of Economic Growth
- A New Specification Test for the Validity of Instrumental Variables
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- Choosing the Number of Instruments
- Conditional inference for possibly unidentified structural equations
- Detecting lack of identification in GMM
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
- Finite-sample instrumental variables inference using an asymptotically pivotal statistic
- GMM with Weak Identification
- Generalized Chow Tests for Structural Change: A Coordinate-Free Approach
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
- Instrumental Variables Regression with Weak Instruments
- Judging Instrument Relevance in Instrumental Variables Estimation
- Nonlinear Hypotheses, Inequality Restrictions, and Non-Nested Hypotheses: Exact Simultaneous Tests in Linear Regressions
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- Simultaneous statistical inference. 2nd ed
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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Cited in
(28)- 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
- Robust Permutation Tests in Linear Instrumental Variables Regression
- 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
- Two-sample least squares projection
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Projection-based inference with particle swarm optimization
- High-frequency instruments and identification-robust inference for stochastic volatility models
- 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
- Identification-robust nonparametric inference in a linear IV model
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis
- Identification and inference in two-pass asset pricing models
- Inference with High-Dimensional Weak Instruments and the New Keynesian Phillips Curve
- 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
- Identification-robust inference for endogeneity parameters in linear structural models
- A new projection-type split-sample score test in linear instrumental variables regression
- Specification testing in models with many instruments
- Inference with many instruments: when is Anderson-Rubin test still useful?
- 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
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