Finite-Sample Instrumental Variables Inference Using An Asymptotically Pivotal Statistic
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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,"
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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.
- Bekker, Paul A. & Lawford, Steve, 2008.
"Symmetry-based inference in an instrumental variable setting,"
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Elsevier, vol. 142(1), pages 28-49, January.
- BEKKER, Paul A. & LAWFORD, Steve, 2009. "Symmetry-based inference in an instrumental variable setting," CORE Discussion Papers RP 1987, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- 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,"
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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.
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