Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression
Year of publication: |
2019
|
---|---|
Authors: | Ridder, Geert |
Other Persons: | Moreira, Marcelo J. (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Effizienz | Efficiency | Regressionsanalyse | Regression analysis | Statistischer Test | Statistical test |
Extent: | 1 Online-Ressource (27 p) |
---|---|
Series: | USC-INET Research Paper ; No. 19-02 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 7, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3348716 [DOI] |
Classification: | C14 - Semiparametric and Nonparametric Methods ; c36 |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Efficiency loss of asymptotically efficient tests in an instrumental variables regression
Moreira, Marcelo J., (2019)
-
On optimal inference in the linear IV model
Andrews, Donald W. K., (2019)
-
Optimal uniform convergence rates for sieve nonparametric instrumental variables regression
Chen, Xiaohong, (2013)
- More ...
-
Efficiency loss of asymptotically efficient tests in an instrumental variables regression
Moreira, Marcelo J., (2019)
-
Tests with correct size when instruments can be arbitrarily weak
Moreira, Marcelo J., (2009)
-
A conditional likelihood ratio test for structural models
Moreira, Marcelo J., (2003)
- More ...