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Statistical test
invalid instruments
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Estimation theory
9
IV-Schätzung
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Invalid instruments
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weak instruments
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4D diagrams
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due to relative weakness of the instruments or mildness of the simultaneity
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Kiviet, J. F.
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ECONIS (ZBW)
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The confidence interval method for selecting valid instrumental variables
Windmeijer, Frank
;
Liang, Xiaoran
;
Hartwig, Fernando P.
; …
-
2019
Persistent link: https://www.econbiz.de/10012111975
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Testing the impossible : identifying exclusion restrictions
Kiviet, J. F.
- In:
Journal of econometrics
218
(
2020
)
2
,
pp. 294-316
Persistent link: https://www.econbiz.de/10012483003
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Testing the impossible : identifying exclusion restrictions
Kiviet, J. F.
-
2016
-
Version of 29 December 2016
Persistent link: https://www.econbiz.de/10011596919
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4
Testing endogeneity with high dimensional covariates
Guo, Zijian
;
Kang, Hyunseung
;
Cai, T. Tony
;
Small, Dylan S.
- In:
Journal of econometrics
207
(
2018
)
1
,
pp. 175-187
Persistent link: https://www.econbiz.de/10012116193
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