Instrument endogeneity and identification-robust tests: some analytical results
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Cites work
- A Comment on the Test of Overidentifying Restrictions
- A Conditional Likelihood Ratio Test for Structural Models
- A Consistent Method for the Selection of Relevant Instruments
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Choosing the Number of Instruments
- Consistent Estimation with a Large Number of Weak Instruments
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
- Instrumental Variables Regression with Weak Instruments
- Judging Instrument Relevance in Instrumental Variables Estimation
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- The Estimation of Economic Relationships using Instrumental Variables
Cited in
(16)- Are ``nearly exogenous instruments reliable?
- Instrument approval by the Sargan test and its consequences for coefficient estimation
- Testing the impossible: identifying exclusion restrictions
- Weak identification in probit models with endogenous covariates
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics
- Robustness checks and robustness tests in applied economics
- Weak identification robust tests in an instrumental quantile model
- Subset hypotheses testing and instrument exclusion in the linear IV regression
- A Note on Endogeneity Resolution in Regression Models for Comparative Studies
- Identification-robust inference for endogeneity parameters in linear structural models
- A robust test of exogeneity based on quantile regressions
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
- Near exogeneity, weak identification and specification testing: Some asymptotic results
- On the precision of Calvo parameter estimates in structural NKPC models
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*
- The validity of instruments revisited
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