Factor based identification-robust inference in IV regressions
Year of publication: |
2015-02
|
---|---|
Authors: | Kapetanios, George ; Khalaf, Lynda ; Marcellino, Massimiliano |
Institutions: | C.E.P.R. Discussion Papers |
Subject: | factor model | identification-robust inference | IV regression | new Keynesian model | principle components | weak instruments |
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