Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments
Year of publication: |
2005-03
|
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Authors: | Andrews, Donald W.K. ; Marmer, Vadim |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Aligned ranks | Anderson-Rubin statistic | categorical covariates | exact size | normal scores | rank test | weak instruments | Wilcoxon scores |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | CFP 1253. Published in Journal of Econometrics (2008), 42(1): 183-200 The price is None Number 1501 29 pages |
Classification: | C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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