Weak instrument inference in the presence of parameter instability

DOI10.1111/J.1368-423X.2012.00384.XMaRDI QIDQ5093191FDOQ5093191

Authors: Hong Li, Zhijie Xiao 

Publication date: 26 July 2022

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

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zbMATH Keywords

weak instrumentsGMMparameter instability

Mathematics Subject Classification ID

Statistics (62-XX)

Cited In (9)

• Valid Inference in Partially Unstable Generalized Method of Moments Models
• Inference in the presence of weak instruments: a selected survey
• Impossible inference in econometrics: theory and applications
• The zero-information-limit condition and spurious inference in weakly identified models
• Inference with Many Weak Instruments
• Constrained k-class Estimators in the Presence of Weak Instruments
• Finite sample properties of the GMM Anderson-Rubin test
• Robust inference in nonlinear models with mixed identification strength
• Estimating and testing for smooth structural changes in moment condition models

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