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Specification tests with weak and invalid instruments

Doko Tchatoka, Firmin - 2014

Persistent link: https://www.econbiz.de/10010410235

On bootstrap validity for specification testing with many weak instruments

Melou, Maximilien Kaffo; Wang, Wenjie - In: Economics letters 157 (2017), pp. 107-111

Persistent link: https://www.econbiz.de/10011847324

Instrumental variable and variable addition based inference in predictive regressions

Breitung, Jörg; Demetrescu, Matei - In: Journal of econometrics 187 (2015) 1, pp. 358-375

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

Pivotal statistics for testing structural parameters in instrumental variables regression

Kleibergen, Frank - 2000

We propose a novel statistic for testing the structural parameters in Instrumental Variables Regression. The statistic is straightforward to compute and has a limiting distribution that is pivotal with a degrees of freedom parameter that is equal to the number of tested parameters. It therefore...

Persistent link: https://www.econbiz.de/10011303876