FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC
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Publication:4561979
DOI10.1017/S0266466603195023zbMath1441.62602MaRDI QIDQ4561979
Frank Kleibergen, Paul A. Bekker
Publication date: 14 December 2018
Published in: Econometric Theory (Search for Journal in Brave)
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
Related Items (5)
Testing with many weak instruments ⋮ Further results on projection-based inference in IV regressions with weak, collinear or missing instruments ⋮ Symmetry-based inference in an instrumental variable setting ⋮ Structural inference from reduced forms with many instruments ⋮ Finite sample properties of the GMM Anderson–Rubin test
Cites Work
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- Testing Residuals from Least Squares Regression for Being Generated by the Gaussian Random Walk
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Instrumental Variables Regression with Weak Instruments
- A New Specification Test for the Validity of Instrumental Variables
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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