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~subject:"identification-robust confidence sets"
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identification-robust confidence sets
AR-type statistic
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Identification-robust confidence sets
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endogeneity
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partial exogeneity test
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projection-based techniques
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Partial exogeneity
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sized distortions
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weak identification
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Endogeneity
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Estimation theory
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Induktive Statistik
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Partial exogeneity test
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DUFOUR, Jean-Marie
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TCHATOKA, Firmin DOKO
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Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ)
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Identification-Robust Inference for Endogeneity Parameters in Linear Structural Models
TCHATOKA, Firmin DOKO
;
DUFOUR, Jean-Marie
-
Centre Interuniversitaire de Recherche en Économie …
-
2014
parameters, we supply an asymptotic (identification-robust) distributional theory. Tests for
partial
exogeneity
hypotheses (for …
Persistent link: https://www.econbiz.de/10010894992
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