Symmetry-based inference in an instrumental variable setting

DOI10.1016/J.JECONOM.2007.05.009MaRDI QIDQ290937zbMATH OpenOpenAlexFDO

Authors Paul A. Bekker, Steve Lawford

Publication date 3 June 2016

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

Full work available at URL https://doi.org/10.1016/j.jeconom.2007.05.009

zbMATH Keywords

weak instrumentsnonparametric testsAnderson-Rubin confidence setsdistribution-free methodsexact inference

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Applications of statistics to economics (62P20) Nonparametric tolerance and confidence regions (62G15)

Recommendations

• Symmetry and unimodality in linear inference
• Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
• Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
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• Finite-sample instrumental variables inference using an asymptotically pivotal statistic

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Cited in

(3)

• Symmetric Association Measures in Effect-Control Sampling
• scientific article; zbMATH DE number 3078779 (Why is no real title available?)
• Exactly distribution-free inference in instrumental variables regression with possibly weak instruments

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