Identification, Weak Instruments and Statistical Inference in Econometrics
Year of publication: |
2003
|
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Authors: | DUFOUR, Jean-Marie |
Institutions: | Département de Sciences Économiques, Université de Montréal |
Subject: | hythesis testing | confidence set | confidence interval | identification | testability | asymotic theory | exact inference | votal function | nonrametric model | Bahadur-Savage | heteroskedasticity | serial dendence | unit root | simultaneous equations | structural model | instrumental variable | weak instrument | weak identification | simultaneous inference | ojection | sit-same | conditional test | Monte Carlo test | bootstrap |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | 39 pages |
Classification: | C1 - Econometric and Statistical Methods: General ; C12 - Hypothesis Testing ; C14 - Semiparametric and Nonparametric Methods ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C3 - Econometric Methods: Multiple/Simultaneous Equation Models ; C5 - Econometric Modeling |
Source: |
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Identification, Weak Instruments and Statistical Inference in Econometrics
Dufour, Jean-Marie, (2003)
-
Identification, Weak Instruments and Statistical Inference in Econometrics
DUFOUR, Jean-Marie, (2003)
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Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
DUFOUR, Jean-Marie, (2003)
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DUFOUR, Jean-Marie, (2003)
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DUFOUR, Jean-Marie, (2005)
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Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
DUFOUR, Jean-Marie, (2003)
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