Valid Confidence Intervals and Inference in the Presence of Weak Instruments
Year of publication: |
1996-12-02
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Authors: | Nelson, Charles R. ; Startz, Richard ; Zivot, Eric |
Institutions: | EconWPA |
Subject: | confidence intervals | instrumental variables | pre-testing | weak instruments |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - Adobe .pdf file; prepared on Mac; pages: 49; figures: 8, included in paper 49 pages |
Classification: | C12 - Hypothesis Testing ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
-
Wild Bootstrap Tests for IV Regression
Davidson, Russell, (2008)
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Wild Bootstrap Tests for IV Regression
Davidson, Russell, (2008)
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Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models
Finlay, Keith, (2009)
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Improved Inference for the Instrumental Variable Estimator
Startz, Richard, (1999)
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Valid Confidence Regions and Inference in the Presence of Weak Instruments
Zivot, Eric, (1996)
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Valid Confidence Regions and Inference in the Presence of Weak Instruments
Zivot, Eric, (1996)
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