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Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics

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Cited by:

  1. William Arbour, 2021. "Can Recidivism be Prevented from Behind Bars? Evidence from a Behavioral Program," Working Papers tecipa-683, University of Toronto, Department of Economics.
  2. Kleibergen, Frank, 2009. "Tests of risk premia in linear factor models," Journal of Econometrics, Elsevier, vol. 149(2), pages 149-173, April.
  3. Isaiah Andrews & Timothy B. Armstrong, 2017. "Unbiased instrumental variables estimation under known first‐stage sign," Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.
  4. Scheufele, Rolf, 2010. "Evaluating the German (New Keynesian) Phillips curve," The North American Journal of Economics and Finance, Elsevier, vol. 21(2), pages 145-164, August.
  5. Dan Schwab & Eric Werker, 2014. "Profits and Economic Development," Harvard Business School Working Papers 14-087, Harvard Business School.
  6. Antoine, Bertille & Lavergne, Pascal, 2023. "Identification-robust nonparametric inference in a linear IV model," Journal of Econometrics, Elsevier, vol. 235(1), pages 1-24.
  7. Conley, Timothy G. & Hansen, Christian B. & McCulloch, Robert E. & Rossi, Peter E., 2008. "A semi-parametric Bayesian approach to the instrumental variable problem," Journal of Econometrics, Elsevier, vol. 144(1), pages 276-305, May.
  8. Leandro M. Magnusson, 2010. "Inference in limited dependent variable models robust to weak identification," Econometrics Journal, Royal Economic Society, vol. 13(3), pages 56-79, October.
  9. William Arbour, 2021. "Can recidivism be prevented from behind bars? Evidence from a behavioral program," Working Papers 2021.07, International Network for Economic Research - INFER.
  10. Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," Cowles Foundation Discussion Papers 1530, Cowles Foundation for Research in Economics, Yale University.
  11. Kilponen Juha, 2012. "Consumption, Leisure and Borrowing Constraints," The B.E. Journal of Macroeconomics, De Gruyter, vol. 12(1), pages 1-25, May.
  12. Magnusson, Leandro M. & Tarverdi, Yashar, 2020. "Measuring governance: Why do errors matter?," World Development, Elsevier, vol. 136(C).
  13. Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
  14. Farr, Marina & Stoeckl, Natalie & Sutton, Stephen, 2014. "Recreational fishing and boating: Are the determinants the same?," Marine Policy, Elsevier, vol. 47(C), pages 126-137.
  15. Nicolas Barrantes & Jhonatan Clausen, 2022. "Does Multidimensional Poverty Affect Depression? Evidence from Peru," Progress in Development Studies, , vol. 22(2), pages 107-129, April.
  16. Hoddinott, John & Maluccio, John & Behrman, Jere R. & Martorell, Reynaldo & Melgar, Paul & Quisumbing, Agnes R. & Ramirez-Zea, Manuel & Stein, Aryeh D. & Yount, Kathryn M., 2011. "The consequences of early childhood growth failure over the life course:," IFPRI discussion papers 1073, International Food Policy Research Institute (IFPRI).
  17. Frank Kleibergen & Zhaoguo Zhan, 2022. "Misspecification and Weak Identification in Asset Pricing," Papers 2206.13600, arXiv.org.
  18. Murray Michael P., 2017. "Linear Model IV Estimation When Instruments Are Many or Weak," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
  19. Schmillen, Achim & Umkehrer, Matthias, 2013. "The scars of youth : effects of early-career unemployment on future unemployment experience," IAB-Discussion Paper 201306, Institut für Arbeitsmarkt- und Berufsforschung (IAB), Nürnberg [Institute for Employment Research, Nuremberg, Germany].
  20. Stoian, Adrian & Fishback, Price, 2010. "Welfare spending and mortality rates for the elderly before the Social Security era," Explorations in Economic History, Elsevier, vol. 47(1), pages 1-27, January.
  21. Tobias Schlueter & Soenke Sievers, 2014. "Determinants of market beta: the impacts of firm-specific accounting figures and market conditions," Review of Quantitative Finance and Accounting, Springer, vol. 42(3), pages 535-570, April.
  22. Leandro M. Magnusson, 2008. "Tests in Censored Models when the Structural Parameters Are Not Identified," Working Papers 0802, Tulane University, Department of Economics.
  23. Jere R. Behrman & John Hoddinott & John A. Maluccio & Reynaldo Martorell, 2009. "Brains versus Brawn: Labor Market Returns to Intellectual and Health Human Capital in a Poor Developing Country," Middlebury College Working Paper Series 0907, Middlebury College, Department of Economics.
  24. Hyunseung Kang & Youjin Lee & T. Tony Cai & Dylan S. Small, 2022. "Two robust tools for inference about causal effects with invalid instruments," Biometrics, The International Biometric Society, vol. 78(1), pages 24-34, March.
  25. Arnab Bhattacharjee & Sean Holly, 2013. "Understanding Interactions in Social Networks and Committees," Spatial Economic Analysis, Taylor & Francis Journals, vol. 8(1), pages 23-53, March.
  26. Farid Shirazi & Nick Hajli, 2021. "IT-Enabled Sustainable Innovation and the Global Digital Divides," Sustainability, MDPI, vol. 13(17), pages 1-24, August.
  27. Kleibergen, Frank, 2021. "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, vol. 221(1), pages 78-96.
  28. Russell Davidson & James G. MacKinnon, 2008. "Bootstrap inference in a linear equation estimated by instrumental variables," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November.
  29. Bibhudutta Panda, 2017. "Schooling and productivity growth: evidence from a dual growth accounting application to U.S. states," Journal of Productivity Analysis, Springer, vol. 48(2), pages 193-221, December.
  30. Hillier, Grant, 2009. "Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model," Econometric Theory, Cambridge University Press, vol. 25(4), pages 915-957, August.
  31. Yanjun Ren & Bente Castro Campos & Jens-Peter Loy, 2020. "Drink and smoke; drink or smoke? The interdependence between alcohol and cigarette consumption for men in China," Empirical Economics, Springer, vol. 58(3), pages 921-955, March.
  32. Ren, Yanjun & Zhang, Yanjie & Castro Campos, Bente & Loy, Jens-Peter, 2020. "Unhealthy consumption behaviors and their intergenerational persistence: The role of education," China Economic Review, Elsevier, vol. 62(C).
  33. Auld, M. Christopher, 2011. "Effect of large-scale social interactions on body weight," Journal of Health Economics, Elsevier, vol. 30(2), pages 303-316, March.
  34. P. Dorian Owen, 2017. "Evaluating Ingenious Instruments for Fundamental Determinants of Long-Run Economic Growth and Development," Econometrics, MDPI, vol. 5(3), pages 1-33, September.
  35. Kumbhakar, Subal C. & Tsionas, Mike G., 2021. "Dissections of input and output efficiency: A generalized stochastic frontier model," International Journal of Production Economics, Elsevier, vol. 232(C).
  36. Frank Kleibergen & Zhaoguo Zhan, 2021. "Double robust inference for continuous updating GMM," Papers 2105.08345, arXiv.org.
  37. Mikusheva, Anna, 2013. "Survey on statistical inferences in weakly-identified instrumental variable models," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 29(1), pages 117-131.
  38. Shen, Yan & Shen, Minggao & Xu, Zhong & Bai, Ying, 2009. "Bank Size and Small- and Medium-sized Enterprise (SME) Lending: Evidence from China," World Development, Elsevier, vol. 37(4), pages 800-811, April.
  39. Price V. Fishback & Ryan S. Johnson & Shawn Kantor, 2010. "Striking at the Roots of Crime: The Impact of Welfare Spending on Crime during the Great Depression," Journal of Law and Economics, University of Chicago Press, vol. 53(4), pages 715-740.
  40. Awaworyi Churchill, Sefa & Inekwe, John & Ivanovski, Kris & Smyth, Russell, 2023. "Human capital and energy consumption: Six centuries of evidence from the United Kingdom," Energy Economics, Elsevier, vol. 117(C).
  41. Thanassis Kazanas & Elias Tzavalis, 2011. "Unveiling the monetary policy rule in euro area," Working Papers 130, Bank of Greece.
  42. Price V. Fishback & Valentina Kachanovskaya, 2010. "In Search of the Multiplier for Federal Spending in the States During the Great Depression," NBER Working Papers 16561, National Bureau of Economic Research, Inc.
  43. Alain Guay & Florian Pelgrin, 2007. "Using Implied Probabilities to Improve Estimation with Unconditional Moment Restrictions," Cahiers de recherche 0747, CIRPEE.
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