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~person:"Davidson, Russell"
~person:"Inoue, Atsushi"
~subject:"Weak identification"
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Weak identification
weak instruments
18
Anderson-Rubin test
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Bootstrap-Verfahren
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Schätztheorie
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instrumental variables
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two-stage least squares
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Weak instruments
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Davidson, Russell
Inoue, Atsushi
Andrews, Donald W. K.
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Guggenberger, Patrik
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Rossi, Barbara
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Ganics, Gergely
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Ganics, Gergely Akos
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Confidence intervals for bias and size distortion in IV and local projections - IV models
Ganics, Gergely Akos
;
Inoue, Atsushi
;
Rossi, Barbara
-
2018
weak
instruments
, whose distributions are non-standard and depend on nuisance parameters that cannot be estimated …
Persistent link: https://www.econbiz.de/10012532189
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2
Confidence intervals for bias and size distortion in IV and local projections-IV models
Ganics, Gergely
;
Inoue, Atsushi
;
Rossi, Barbara
- In:
Journal of business & economic statistics : JBES ; a …
39
(
2021
)
1
,
pp. 307-324
Persistent link: https://www.econbiz.de/10012424523
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