# Improved Inference for the Instrumental Variables Estimator

## Author

## Abstract

## Suggested Citation

**Improved Inference for the Instrumental Variables Estimator**," Econometric Society World Congress 2000 Contributed Papers 1600, Econometric Society.

*RePEc:ecm:wc2000:1600*

## Download full text from publisher

## Other versions of this item:

- Richard Startz & Charles Nelson & Eric Zivot, 1999.
"
**Improved Inference for the Instrumental Variable Estimator**," Discussion Papers in Economics at the University of Washington 0039, Department of Economics at the University of Washington. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
"
**Improved Inference for the Instrumental Variable Estimator**," Econometrics 9905001, EconWPA. - Richard Startz & Charles Nelson & Eric Zivot, 1999.
"
**Improved Inference for the Instrumental Variable Estimator**," Working Papers 0039, University of Washington, Department of Economics.

## References listed on IDEAS

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"
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**Some Furthere Results On The Exact Small Sample Properties Of The Instrumental Variable Estimator**," Working Papers 88-06, University of Washington, Department of Economics.

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**Full references**(including those not matched with items on IDEAS)

## Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
**Cited by:**

- Paul A. Bekker & Jan van der Ploeg, 2000.
"
**Instrumental Variable Estimation Based on Grouped Data**," Econometric Society World Congress 2000 Contributed Papers 1862, Econometric Society. - Dufour, J.M., 2001.
"
**Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie**," Cahiers de recherche 2001-15, Centre interuniversitaire de recherche en économie quantitative, CIREQ.- DUFOUR, Jean-Marie, 2001.
"
**Logique et tests d'hypotheses: reflexions sur les problemes mal poses en econometrie**," Cahiers de recherche 2001-15, Universite de Montreal, Departement de sciences economiques. - Jean-Marie Dufour, 2001.
"
**Logiques et tests d'hypothèses : réflexions sur les problèmes mal posés en économétrie**," CIRANO Working Papers 2001s-40, CIRANO.

- DUFOUR, Jean-Marie, 2001.
"
- Benoit Perron, 2003.
"
**Semiparametric Weak-Instrument Regressions with an Application to the Risk-Return Tradeoff**," The Review of Economics and Statistics, MIT Press, vol. 85(2), pages 424-443, May.- PERRON, Benoît, 1999.
"
**Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off**," Cahiers de recherche 9901, Universite de Montreal, Departement de sciences economiques. - Benoit Perron, 2002.
"
**Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off**," CIRANO Working Papers 2002s-88, CIRANO. - Benoit Perron, 2000.
"
**Semi-Parametric Weak Instrument Regressions with an Application to the Risk-return Trade-off**," Econometric Society World Congress 2000 Contributed Papers 1576, Econometric Society.

- PERRON, Benoît, 1999.
"
- Kleibergen, Frank & Zivot, Eric, 2003.
"
**Bayesian and classical approaches to instrumental variable regression**," Journal of Econometrics, Elsevier, vol. 114(1), pages 29-72, May.- Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers 0063, University of Washington, Department of Economics. - Frank Kleibergen & Eric Zivot, 2003.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Working Papers UWEC-2002-21-P, University of Washington, Department of Economics. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variable Regression**," Discussion Papers in Economics at the University of Washington 0063, Department of Economics at the University of Washington. - Kleibergen, F.R. & Zivot, E., 1998.
"
**Bayesian and classical approaches to instrumental variable regression**," Econometric Institute Research Papers EI 9835, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute. - Frank Kleibergen & Eric Zivot, 1998.
"
**Bayesian and Classical Approaches to Instrumental Variables Regression**," Econometrics 9812002, EconWPA.

- Frank Kleibergen & Eric Zivot, 1998.
"
- 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. - Dufour, Jean-Marie, 2001.
"
**Logique et tests d’hypothèses**," L'Actualité Economique, Société Canadienne de Science Economique, vol. 77(2), pages 171-190, juin. - D. S. Poskitt & C. L. Skeels, 2004.
"
**Approximating the Distribution of the Instrumental Variables Estimator when the Concentration Parameter is Small**," Monash Econometrics and Business Statistics Working Papers 19/04, Monash University, Department of Econometrics and Business Statistics. - 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.

- D. S. Poskitt & C. L. Skeels, 2005.
"
- Jean-Marie Dufour & Mohamed Taamouti, 2005.
"
**Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments**," Econometrica, Econometric Society, vol. 73(4), pages 1351-1365, July.- Jean-Marie Dufour & Mohamed Taamouti, 2003.
"
**Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments**," CIRANO Working Papers 2003s-39, CIRANO. - DUFOUR, Jean-Marie & TAAMOUTI, Mohamed, 2003.
"
**Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments**," Cahiers de recherche 08-2003, Centre interuniversitaire de recherche en économie quantitative, CIREQ. - DUFOUR, Jean-Marie & TAAMOUTI, Mohamed, 2003.
"
**Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments**," Cahiers de recherche 2003-10, Universite de Montreal, Departement de sciences economiques.

- Jean-Marie Dufour & Mohamed Taamouti, 2003.
"
- Dollar, David & Kraay, Aart, 2003.
"
**Institutions, trade, and growth : revisiting the evidence**," Policy Research Working Paper Series 3004, The World Bank. - D.S. Poskitt & C.L. Skeels, 2002.
"
**Assessing Instrumental Variable Relevance:An Alternative Measure and Some Exact Finite Sample Theory**," Department of Economics - Working Papers Series 862, The University of Melbourne.

## More about this item

### JEL classification:

**C12**- Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General**C30**- Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General

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