Search Results - subject:"Weak Instruments"

Candidate SCOR-linked financial proxies : exploratory evidence from a 12-firm panel using SCOR_E ratio analysis of supply chain efficiency

Roman, Juan - In: Logistics 10 (2026) 4, pp. 1-16

Background: Many SCOR performance measures rely on internal operational data, which limits empirical work using public information. Methods: This study evaluates a small set of publicly auditable, SCOR-linked ratios (SCOR_E) in a panel of 12 publicly traded firms across four sectors from 2000 to...

Persistent link: https://www.econbiz.de/10015650539

Price discovery with a richer market microstructure noise

Dias, Gustavo Fruet; Fernandes, Marcelo; Scherrer, Cristina - 2026 - This version: January 29, 2022

Persistent link: https://www.econbiz.de/10015615683

The robust F-statistic as a test for weak instruments

Windmeijer, Frank - In: Journal of econometrics 247 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015556393

Review of proxy vector autoregressive analysis

Bruns, Martin; Lütkepohl, Helmut - 2026

In structural vector autoregressive analysis it has become quite popular to identify some structural shocks of interest by external instruments or proxies. This study points out a range of areas where such proxies have been used and sketches the way the proxies have been constructed. It reviews...

Persistent link: https://www.econbiz.de/10015618295

Bayesian inference in IV regressions

Giannone, Domenico; Lenza, Michele; Primiceri, Giorgio E. - 2026

It is well known that standard frequentist inference breaks down in IV regressions with weak instruments. Bayesian … remain robust to weak instruments. …

Persistent link: https://www.econbiz.de/10015605603

Weak identification in discrete choice models

Frazier, David T.; Renault, Eric; Zhang, Lina; Zhao, Xueyan - In: Journal of econometrics 248 (2025), pp. 1-19

Persistent link: https://www.econbiz.de/10015556409

On large market asymptotics for spatial price competition models

Otsu, Taisuke; Sunada, Keita - In: Economics letters 234 (2024), pp. 1-3

Persistent link: https://www.econbiz.de/10015065829

Weak instrument bias in impulse response estimators

Lewis, Daniel J.; Mertens, Karel - 2026

Persistent link: https://www.econbiz.de/10015606655

Testing firm conduct

Duarte, Marco; Magnolfi, Lorenzo; Sølvsten, Mikkel; … - In: Quantitative economics : QE ; journal of the … 15 (2024) 3, pp. 571-606

misspecification. However, degeneracy of RV invalidates inference. With a novel definition of weak instruments for testing, we connect … degeneracy to instrument strength, derive weak instrument properties of RV, and provide a diagnostic for weak instruments by …

Persistent link: https://www.econbiz.de/10015053180

Review of proxy vector autoregressive analysis

Bruns, Martin; Lütkepohl, Helmut - 2026 - This version: January 30, 2026

Persistent link: https://www.econbiz.de/10015607672