Finite-Sample Instrumental Variables Inference Using An Asymptotically Pivotal Statistic
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References listed on IDEAS
- Sims, Christopher A, 1980. "Macroeconomics and Reality," Econometrica, Econometric Society, vol. 48(1), pages 1-48, January.
- Douglas Staiger & James H. Stock, 1997.
"Instrumental Variables Regression with Weak Instruments,"
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- 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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- repec:eee:econom:v:199:y:2017:i:2:p:96-116 is not listed on IDEAS
- Dufour, Jean-Marie & Taamouti, Mohamed, 2007. "Further results on projection-based inference in IV regressions with weak, collinear or missing instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July.
- D.S. Poskitt & C.L. Skeels, 2005.
"Small Concentration Asymptotics and Instrumental Variables Inference,"
Department of Economics - Working Papers Series
948, The University of Melbourne.
- D. S. Poskitt & C. L. Skeels, 2005. "Small Concentration Asymptotics and Instrumental Variables Inference," Monash Econometrics and Business Statistics Working Papers 4/05, Monash University, Department of Econometrics and Business Statistics.
- Frank Kleibergen, 2004. "Expansions of GMM statistics that indicate their properties under weak and/or many instruments and the bootstrap," Econometric Society 2004 North American Summer Meetings 408, Econometric Society.
- Phillips, Peter C.B. & Gao, Wayne Yuan, 2017.
"Structural inference from reduced forms with many instruments,"
Journal of Econometrics,
Elsevier, vol. 199(2), pages 96-116.
- Wayne Yuan Gao & Peter C.B. Phillips, 2016. "Structural Inference from Reduced Forms with Many Instruments," Cowles Foundation Discussion Papers 2062, Cowles Foundation for Research in Economics, Yale University.
- Bekker, Paul A. & Lawford, Steve, 2008. "Symmetry-based inference in an instrumental variable setting," Journal of Econometrics, Elsevier, vol. 142(1), pages 28-49, January.
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