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Bahadur-Savage 1 Monte Carlo test 1 asymotic theory 1 bootstrap 1 conditional test 1 confidence interval 1 confidence set 1 exact inference 1 heteroskedasticity 1 hythesis testing 1 identification 1 instrumental variable 1 nonrametric model 1 ojection 1 serial dendence 1 simultaneous equations 1 simultaneous inference 1 sit-same 1 structural model 1 testability 1 unit root 1 votal function 1 weak identification 1 weak instrument 1
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Free 1
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Book / Working Paper 1
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Undetermined 1
Author
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DUFOUR, Jean-Marie 1
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Département de Sciences Économiques, Université de Montréal 1
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RePEc 1
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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...
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