Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
- 1 October 2008
- journal article
- Published by Elsevier in Journal of Econometrics
- Vol. 146 (2) , 241-254
- https://doi.org/10.1016/j.jeconom.2008.08.015
Abstract
No abstract availableKeywords
This publication has 13 references indexed in Scilit:
- Performance of conditional Wald tests in IV regression with weak instrumentsJournal of Econometrics, 2007
- Decision Theory Applied to an Instrumental Variables ModelEconometrica, 2007
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables RegressionEconometrica, 2006
- Robust Confidence Sets in the Presence of Weak InstrumentsSSRN Electronic Journal, 2005
- A Conditional Likelihood Ratio Test for Structural ModelsEconometrica, 2003
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables RegressionEconometrica, 2002
- On the Normalization of Structural Equations: Properties of Direction EstimatorsEconometrica, 1990
- The Distribution of the Instrumental Variables Estimator and Its $t$-Ratio When the Instrument is a Poor OneThe Journal of Business, 1990
- Towards a theory of point optimal testingEconometric Reviews, 1987
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic EquationsThe Annals of Mathematical Statistics, 1950