On the relevance of weaker instruments
From MaRDI portal
Publication:5864655
DOI10.1080/07474938.2017.1307598OpenAlexW2602810000MaRDI QIDQ5864655
Eric Renault, Bertille Antoine
Publication date: 8 June 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: http://www.sfu.ca/econ-research/RePEc/sfu/sfudps/dp14-04.pdf
Related Items (2)
Moment redundancy test with application to efficiency-improving copulas ⋮ Econometric Reviews honors Esfandiar Maasoumi
Cites Work
- Unnamed Item
- Large Sample Properties of Generalized Method of Moments Estimators
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments
- Efficient minimum distance estimation with multiple rates of convergence
- The Hausman test and weak instruments
- Redundancy of moment conditions
- Discontinuities of weak instrument limiting distributions.
- Estimation and Inference With Weak, Semi-Strong, and Strong Identification
- A Test for Structural Stability of Euler Conditions Parameters Estimated Via the Generalized Method of Moments Estimator
- Efficient GMM with nearly-weak instruments
- Specification Tests in Econometrics
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- Linear Regression Limit Theory for Nonstationary Panel Data
- GMM with Weak Identification
- A Time Series Analysis of Representative Agent Models of Consumption and Leisure Choice under Uncertainty
This page was built for publication: On the relevance of weaker instruments
