Identification-robust inference for endogeneity parameters in linear structural models
Year of publication: |
2014-02-01
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Authors: | Tchatoka, Firmin Doko ; Dufour, Jean-Marie |
Institutions: | Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) |
Subject: | Identification-robust confidence sets | endogeneity | AR-type statistic | projection-based techniques | partial exogeneity test |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | 34 pages |
Classification: | C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C52 - Model Evaluation and Testing |
Source: |
-
Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin, (2012)
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Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models
TCHATOKA, Firmin DOKO, (2014)
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Identification-robust inference for endogeneity parameters in linear structural models
Doko Tchatoka, Firmin, (2012)
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Coudin, Elise, (2011)
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Measuring High-Frequency Causality Between Returns, Realized Volatility and Implied Volatility
Dufour, Jean-Marie, (2011)
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An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
Beaulieu, Marie-Claude, (2011)
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