Conditional inference for possibly unidentified structural equations
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Publication:4561978
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Cites work
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- scientific article; zbMATH DE number 3092162 (Why is no real title available?)
- scientific article; zbMATH DE number 3092163 (Why is no real title available?)
- A Bayesian Look at Inverse Linear Regression
- A characterization of the Fieller solution
- Assessing the accuracy of the maximum likelihood estimator: Observed versus expected Fisher information
- Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
- Conditional Confidence Statements and Confidence Estimators
- Conditionality resolutions
- Estimated confidence under the validity constraint
- Estimation of accuracy in testing
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Frequentist Post-Data Inference
- Identification and Lack of Identification
- Instrumental Variables Regression with Weak Instruments
- Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
- Judging Instrument Relevance in Instrumental Variables Estimation
- Linear calibra and conditional inference
- Multiple Testing Versus Multiple Estimation. Improper Confidence Sets. Estimation of Directions and Ratios
- On second-order optimality of the observed Fisher information
- On the Normalization of Structural Equations: Properties of Direction Estimators
- Posterior distributions in limited information analysis of the simultaneous equations model using the Jeffreys prior
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- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- Some Problems Connected with Statistical Inference
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Cited in
(16)- Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
- The role of the exogenous randomness in the identification of conditional models
- The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
- Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
- STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS
- On the inadequacy of sufficient conditions under `limited information' identification
- Sign tests for weak principal directions
- Identification-robust inference for endogeneity parameters in linear structural models
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
- Bayesian and classical approaches to instrumental variable regression
- Testing for principal component directions under weak identifiability
- Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
- On the informativeness of descriptive statistics for structural estimates
- Conceptual frameworks and experimental design in simultaneous equations
- Some properties of tests for parameters that can be arbitrarily close to being unidentified
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