Symmetry-based inference in an instrumental variable setting

DOI10.1016/j.jeconom.2007.05.009zbMath1418.62417MaRDI QIDQ290937

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

zbMATH Keywords

weak instruments; exact inference; nonparametric tests; Anderson-Rubin confidence sets; distribution-free methods

Mathematics Subject Classification ID

62P20: Applications of statistics to economics

62G10: Nonparametric hypothesis testing

62G15: Nonparametric tolerance and confidence regions

Related Items

Exactly distribution-free inference in instrumental variables regression with possibly weak instruments

Cites Work

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