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Search: subject:"small-concentration asymptotics"
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IV estimator
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concentration parameter
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confidence region construction
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hypothesis testing
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simultaneous equations model
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small concentration asymptotics
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small-concentration asymptotics
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valid inference
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weak identification
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weak instruments
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Poskitt, D. S.
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Poskitt, D.S.
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Skeels, C. L.
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Skeels, C.L.
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Department of Econometrics and Business Statistics, Monash Business School
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Department of Economics, Faculty of Business and Economics
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Department of Economics - Working Papers Series
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Monash Econometrics and Business Statistics Working Papers
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Small
Concentration
Asymptotics
and Instrumental Variables Inference
Poskitt, D.S.
;
Skeels, C.L.
-
Department of Economics, Faculty of Business and Economics
-
2005
small-concentration
asymptotics
, and investigate hypothesis testing procedures and confidence region construction using …
Persistent link: https://www.econbiz.de/10005587627
Saved in:
2
Small
Concentration
Asymptotics
and Instrumental Variables Inference
Poskitt, D. S.
;
Skeels, C. L.
-
Department of Econometrics and Business Statistics, …
-
2005
distribution of functions of the IV estimator based upon
small
concentration
asymptotics
, and investigate hypothesis testing …
Persistent link: https://www.econbiz.de/10005427639
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