Reduced forms and weak instrumentation

DOI10.1080/07474938.2017.1307578OpenAlexW2601713282MaRDI QIDQ5864650FDOQ5864650

Authors: Peter C. B. Phillips 

Publication date: 8 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/413184/1/Reduced_Forms_Rev_A6.pdf

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zbMATH Keywords

endogeneityexact distributionpartial identificationweak instrumentreduced formfinite sample theorystructural equationunidentified structuremoment existence

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Cites Work

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Cited In (3)

• The polar confidence curve for a ratio
• Econometric Reviews honors Esfandiar Maasoumi
• Structural inference from reduced forms with many instruments

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