Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
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Publication:5393934
DOI10.1111/j.1468-0262.2005.00618.xzbMath1155.62486OpenAlexW2099454371MaRDI QIDQ5393934
Mohamed Taamouti, Jean-Marie Dufour
Publication date: 24 October 2006
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://cirano.qc.ca/files/publications/2003s-39.pdf
projectiontestingconfidence intervalquadricasymptotic theorysimultaneous equationsinstrumental variablesexact inferenceweak instrumentstructural model
Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric tolerance and confidence regions (62F25) Linear regression; mixed models (62J05)
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