Symmetry-based inference in an instrumental variable setting

DOI10.1016/J.JECONOM.2007.05.009zbMATH Open1418.62417OpenAlexW2138811373MaRDI QIDQ290937FDOQ290937

Paul A. Bekker, Steve Lawford

Publication date: 3 June 2016

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

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.05.009

Recommendations

• Symmetry and unimodality in linear inference
• Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
• Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
• Finite-sample instrumental variables inference using an asymptotically pivotal statistic

zbMATH Keywords

weak instrumentsnonparametric testsAnderson-Rubin confidence setsdistribution-free methodsexact inference

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Nonparametric tolerance and confidence regions (62G15)

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Cited In (3)

• Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
• Symmetric Association Measures in Effect-Control Sampling
• Title not available (Why is that?)

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