Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
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- 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.
- 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. "Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments," CIRANO Working Papers 2003s-39, CIRANO.
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Keywords
Simultaneous equations; structural model; instrumental variable; weak instrument; confidence interval; testing; projection; simultaneous inference; exact inference; asymptotic theory;All these keywords.
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