//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Article"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"weak instruments"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
weak instruments
7
weak identification
2
Anderson-Rubin test
1
Asymptotic size
1
Asymptotics
1
Basmann test
1
Gibbs sampler
1
Hastings algorithm
1
Metropolis–
1
Monte Carlo method
1
Sargan test
1
Stock–Yogo tables
1
Triangular models
1
Unbiased estimation
1
concurvity
1
conditional likelihood ratio test
1
confidence set
1
hypergeometric functions
1
hypothesis testing
1
identification
1
inference
1
limited information estimation
1
linear IV regression
1
moment conditions
1
nonparametric identification
1
p-values
1
quadratic forms
1
regularization
1
robust
1
series estimation
1
singular variance
1
subvector inference
1
subvector test
1
test
1
more ...
less ...
Online availability
All
Free
7
Type of publication
All
Article
7
Type of publication (narrower categories)
All
Article
Working Paper
99
Graue Literatur
55
Non-commercial literature
55
Article in journal
54
Aufsatz in Zeitschrift
54
Arbeitspapier
50
Conference Paper
2
Conference paper
1
Hochschulschrift
1
Konferenzbeitrag
1
Konferenzschrift
1
Thesis
1
more ...
less ...
Language
All
English
7
Author
All
Guggenberger, Patrik
2
Andrews, Donald W. K.
1
Andrews, Isaiah
1
Armstrong, Timothy B.
1
Davidson, Russell
1
Gao, Chuanming
1
Han, Sukjin
1
Kleibergen, Frank
1
Lahiri, Kajal
1
MacKinnon, James G.
1
Mavroeidis, Sophocles
1
Skeels, Christopher L.
1
Windmeijer, Frank
1
more ...
less ...
Published in...
All
Quantitative Economics
4
Econometrics
3
Source
All
EconStor
7
Showing
1
-
7
of
7
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Nonparametric estimation of triangular simultaneous equations models under weak identification
Han, Sukjin
- In:
Quantitative Economics
11
(
2020
)
1
,
pp. 161-202
This paper analyzes the problem of
weak
instruments
on identification, estimation, and inference in a simple … which weak identification is established. Then nonparametric
weak
instruments
are defined as a sequence of reduced …-form functions where the associated rank shrinks to zero. The problem of
weak
instruments
is characterized as concurvity, which …
Persistent link: https://www.econbiz.de/10012215415
Saved in:
2
A comparison of some bayesian and classical procedures for simultaneous equation models with
weak
instruments
Gao, Chuanming
;
Lahiri, Kajal
- In:
Econometrics
7
(
2019
)
3
,
pp. 1-28
simultaneous equations models with
weak
instruments
by a Monte Carlo study. We consider Bayesian approaches developed by Chao and … densities from the candidate generating density. Our results show that with very
weak
instruments
, there is no single estimator …
Persistent link: https://www.econbiz.de/10012696248
Saved in:
3
A more powerful subvector Anderson Rubin test in linear instrumental variables regression
Guggenberger, Patrik
;
Kleibergen, Frank
;
Mavroeidis, …
- In:
Quantitative Economics
10
(
2019
)
2
,
pp. 487-526
We study subvector inference in the linear instrumental variables model assuming homoskedasticity but allowing for
weak
…
instruments
. The subvector Anderson and Rubin (1949) test that uses chi square critical values with degrees of freedom reduced by …
Persistent link: https://www.econbiz.de/10012215379
Saved in:
4
Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.
;
Guggenberger, Patrik
- In:
Quantitative Economics
10
(
2019
)
4
,
pp. 1703-1746
identification inference moment conditions robust singular variance subvector test test weak identification
weak
instruments
C10 C12 …
Persistent link: https://www.econbiz.de/10012215408
Saved in:
5
On the Stock-Yogo tables
Skeels, Christopher L.
;
Windmeijer, Frank
- In:
Econometrics
6
(
2018
)
4
,
pp. 1-23
A standard test for
weak
instruments
compares the first-stage F-statistic to a table of critical values obtained by …-statistic
weak
instruments
test. …
Persistent link: https://www.econbiz.de/10011995234
Saved in:
6
Unbiased instrumental variables estimation under known first-stage sign
Andrews, Isaiah
;
Armstrong, Timothy B.
- In:
Quantitative Economics
8
(
2017
)
2
,
pp. 479-503
We derive mean-unbiased estimators for the structural parameter in instrumental variables models with a single endogenous regressor where the sign of one or more first-stage coefficients is known. In the case with a single instrument, there is a unique nonrandomized unbiased estimator based on...
Persistent link: https://www.econbiz.de/10011995495
Saved in:
7
Bootstrap tests for overidentification in linear regression models
Davidson, Russell
;
MacKinnon, James G.
- In:
Econometrics
3
(
2015
)
4
,
pp. 825-863
single endogenous regressor and
weak
instruments
. Under the assumption of Gaussian disturbances, we derive expressions for a …
Persistent link: https://www.econbiz.de/10011755304
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->