Survey on statistical inferences in weakly-identified instrumental variable models

This paper provides a brief review of the current state of knowledge on the topic of weakly-identified instrumental variable regression. We describe the essence of the problem of weak identification, possible methods for detecting it in applied work as well as methods robust to weak identification. Special attention is devoted to the question of hypothesis testing in the presence of weak identification.

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Year of publication:	2013
Authors:	Mikusheva, Anna
Published in:	Applied Econometrics. - Publishing House "SINERGIA PRESS". - Vol. 29.2013, 1, p. 117-131
Publisher:	Publishing House "SINERGIA PRESS"
Subject:	instrumental variable regression \| weak instruments \| robustness \| uniform asymptotics

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Extent:	application/pdf
Type of publication:	Article
Classification:	C12 - Hypothesis Testing ; c26 ; c36
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010841023