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Year of publication
Subject
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Bahadur-Savage 3 Monte Carlo test 3 bootstrap 3 conditional test 3 confidence interval 3 confidence set 3 exact inference 3 heteroskedasticity 3 identification 3 instrumental variable 3 simultaneous equations 3 simultaneous inference 3 structural model 3 testability 3 unit root 3 weak identification 3 weak instrument 3 asymptotic theory 2 nonparametric model 2 pivotal function 2 projection 2 serial dependence 2 split-sample 2 Hypothesis testing 1 asymotic theory 1 dépendance sérielle 1 fonction pivotale 1 hypothesis testing 1 hythesis testing 1 hétéroscédasticité 1 inférence exacte 1 inférence simultanée 1 instrument faible 1 intervalle de confiance 1 modèle non-paramétrique 1 modèle structurel 1 nonrametric model 1 ojection 1 racine unitaire 1 région de confiance 1
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Online availability
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Free 3
Type of publication
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Book / Working Paper 3
Language
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Undetermined 2 French 1
Author
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DUFOUR, Jean-Marie 2 Dufour, Jean-Marie 1
Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1 Centre Interuniversitaire de Recherche en Économie Quantitative (CIREQ) 1 Département de Sciences Économiques, Université de Montréal 1
Published in...
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Cahiers de recherche 2 CIRANO Working Papers 1
Source
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RePEc 3
Showing 1 - 3 of 3
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Identification, Weak Instruments and Statistical Inference in Econometrics
Dufour, Jean-Marie - Centre Interuniversitaire de Recherche en Analyse des … - 2003
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005100952
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Identification, Weak Instruments and Statistical Inference in Econometrics
DUFOUR, Jean-Marie - Centre Interuniversitaire de Recherche en Économie … - 2003
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005133053
Saved in:
Cover Image
Identification, Weak Instruments and Statistical Inference in Econometrics
DUFOUR, Jean-Marie - Département de Sciences Économiques, Université de … - 2003
We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric models and recent developments on...
Persistent link: https://www.econbiz.de/10005133161
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