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Exactly distribution-free inference in instrumental variables regression with possibly weak instruments Author info | Abstract | Publisher info | Download info | Related research | Statistics Andrews, Donald W.K.
Marmer, Vadim
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Article provided by Elsevier in its journal Journal of Econometrics .
Volume (Year): 142 (2008)
Issue (Month): 1 (January)
Pages: 183-200
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Handle: RePEc:eee:econom:v:142:y:2008:i:1:p:183-200Contact details of provider: Web page: http://www.elsevier.com/locate/jeconom
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References listed on IDEAS Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.: Donald W.K. Andrews & Marcelo Moreira & James H. Stock, 2004.
"Optimal Invariant Similar Tests for Instrumental Variables Regression ,"
NBER Technical Working Papers
0299, National Bureau of Economic Research, Inc.
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"Children and Their Parents' Labor Supply: Evidence from Exogenous Variation in Family Size ,"
American Economic Review ,
American Economic Association, vol. 88(3), pages 450-77, June.
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Other versions: Dufour, Jean-Marie & Jasiak, Joann, 2001.
"Finite Sample Limited Information Inference Methods for Structural Equations and Models with Generated Regressors ,"
International Economic Review ,
Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 42(3), pages 815-43, August.
Greevy, Robert & Silber, Jeffrey H. & Cnaan, Avital & Rosenbaum, Paul R., 2004.
"Randomization Inference With Imperfect Compliance in the ACE-Inhibitor After Anthracycline Randomized Trial ,"
Journal of the American Statistical Association ,
American Statistical Association, vol. 99, pages 7-15, January.
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Joshua Angrist & Eric Bettinger & Erik Bloom & Elizabeth King & Michael Kremer, 2001.
"Vouchers for Private Schooling in Colombia: Evidence from a Randomized Natural Experiment ,"
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8343, National Bureau of Economic Research, Inc.
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Other versions: Esther Duflo & Emmanuel Saez, 2002.
"The Role of Information and Social Interactions in Retirement Plan Decisions: Evidence from a Randomized Experiment ,"
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8885, National Bureau of Economic Research, Inc.
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Other versions: Douglas Staiger & James H. Stock, 1994.
"Instrumental Variables Regression with Weak Instruments ,"
NBER Technical Working Papers
0151, National Bureau of Economic Research, Inc.
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references Cited by : (explanations , Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile , click on "citations" and make appropriate adjustments.)
Aviv Nevo & Adam Rosen, 2008.
"Identification with imperfect instruments ,"
CeMMAP working papers
CWP16/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
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Donald W.K. Andrews & James H. Stock, 2005.
"Inference with Weak Instruments ,"
Cowles Foundation Discussion Papers
1530, Cowles Foundation, Yale University.
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