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weak instruments
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Anderson-Rubin test
1
Basmann test
1
Gibbs sampler
1
Hastings algorithm
1
Metropolis–
1
Monte Carlo method
1
Sargan test
1
Stock–Yogo tables
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hypergeometric functions
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hypothesis testing
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limited information estimation
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Davidson, Russell
1
Gao, Chuanming
1
Lahiri, Kajal
1
MacKinnon, James G.
1
Skeels, Christopher L.
1
Windmeijer, Frank
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A comparison of some bayesian and classical procedures for simultaneous equation models with
weak
instruments
Gao, Chuanming
;
Lahiri, Kajal
- In:
Econometrics
7
(
2019
)
3
,
pp. 1-28
simultaneous equations models with
weak
instruments
by a Monte Carlo study. We consider Bayesian approaches developed by Chao and … densities from the candidate generating density. Our results show that with very
weak
instruments
, there is no single estimator …
Persistent link: https://www.econbiz.de/10012696248
Saved in:
2
On the Stock-Yogo tables
Skeels, Christopher L.
;
Windmeijer, Frank
- In:
Econometrics
6
(
2018
)
4
,
pp. 1-23
A standard test for
weak
instruments
compares the first-stage F-statistic to a table of critical values obtained by …-statistic
weak
instruments
test. …
Persistent link: https://www.econbiz.de/10011995234
Saved in:
3
Bootstrap tests for overidentification in linear regression models
Davidson, Russell
;
MacKinnon, James G.
- In:
Econometrics
3
(
2015
)
4
,
pp. 825-863
single endogenous regressor and
weak
instruments
. Under the assumption of Gaussian disturbances, we derive expressions for a …
Persistent link: https://www.econbiz.de/10011755304
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