Conditional inference for possibly unidentified structural equations
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Publication:4561978
DOI10.1017/S0266466603195011zbMATH Open1441.62688MaRDI QIDQ4561978FDOQ4561978
Authors: Giovanni Forchini, Grant Hillier 
Publication date: 14 December 2018
Published in: Econometric Theory (Search for Journal in Brave)
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Cited In (16)
- The role of the exogenous randomness in the identification of conditional models
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
- STRUCTURAL CHANGES AND SEEMINGLY UNIDENTIFIED STRUCTURAL EQUATIONS
- Identification and inference in a simultaneous equation under alternative information sets and sampling schemes
- The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
- Bayesian and classical approaches to instrumental variable regression
- Comparing the asymptotic and empirical (un)conditional distributions of OLS and IV in a linear static simultaneous equation
- Conceptual frameworks and experimental design in simultaneous equations
- Some properties of tests for parameters that can be arbitrarily close to being unidentified
- On the inadequacy of sufficient conditions under `limited information' identification
- Identification-robust inference for endogeneity parameters in linear structural models
- Testing for principal component directions under weak identifiability
- On the informativeness of descriptive statistics for structural estimates
- Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares
- Sign tests for weak principal directions
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
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