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Persistent link: https://www.econbiz.de/10011499478

Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves

Kang, Byunguk; Dufour, Jean-Marie - In: Econometric reviews 40 (2021) 7, pp. 657-687

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Identification-robust nonparametric inference in a linear IV model

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Efficient size correct subset inference in homoskedastic linear instrumental variables regression

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Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds

Beaulieu, Marie-Claude; Khalaf, Lynda; Kichian, Maral; … - In: Econometric reviews 41 (2022) 10, pp. 1205-1242

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Shock-based inference on the Phillips curve with the cost channel

Aragón, Edilean Kleber da Silva Bejarano; Galvão, Ana … - In: Economic modelling 126 (2023), pp. 1-14

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Testing firm conduct

Duarte, Marco; Magnolfi, Lorenzo; Sølvsten, Mikkel; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 571-606

Evaluating policy in imperfectly competitive markets requires understanding firm behavior. While researchers test conduct via model selection and assessment, we present the advantages of Rivers and Vuong (2002) (RV) model selection under misspecification. However, degeneracy of RV invalidates...

Persistent link: https://www.econbiz.de/10015053180

Many (weak) judges in judge-leniency designs

Jochmans, Koen - 2023 - This version: October 10, 2023

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Narrative restrictions and proxies

Giacomini, Raffaella; Kitagawa, Toru; Read, Matthew - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 4, pp. 1415-1425

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Identification-robust nonparametric inference in a linear IV model

Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 235 (2023) 1, pp. 1-24

Persistent link: https://www.econbiz.de/10014434375