Assessing the magnitude of the concentration parameter in a simultaneous equations model

DOI10.1111/j.1368-423X.2008.00268.xzbMath1190.62204OpenAlexW1972375393MaRDI QIDQ3566436

D. S. Poskitt, Christopher L. Skeels

Publication date: 8 June 2010

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

Full work available at URL: https://doi.org/10.1111/j.1368-423x.2008.00268.x

zbMATH Keywords

weak instrumentsadmissibilitylocal-to-zero asymptoticsweak identificationconcentration parameterexact distribution theory

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15)

Related Items (1)

Cross-sectional averaging and instrumental variable estimation with many weak instruments

Cites Work

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• A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
• The Bias of Instrumental Variable Estimators
• Instrumental Variables Regression with Weak Instruments
• Power of the Noncentral F-Test: Effect of Additional Variates on Hotelling's T 2 -Test
• Judging Instrument Relevance in Instrumental Variables Estimation
• Identification and Inference for Econometric Models
• Exact distributions of Wilks's likelihood ratio criterion
• RELATIONS BETWEEN TWO SETS OF VARIATES

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