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Subject
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Bahadur-Savage 1 Monte Carlo test 1 asymptotic theory 1 bootstrap 1 conditional test 1 confidence interval 1 confidence set 1 dépendance sérielle 1 exact inference 1 fonction pivotale 1 heteroskedasticity 1 hypothesis testing 1 hétéroscédasticité 1 identification 1 inférence exacte 1 inférence simultanée 1 instrument faible 1 instrumental variable 1 intervalle de confiance 1 modèle non-paramétrique 1 modèle structurel 1 nonparametric model 1 pivotal function 1 projection 1 racine unitaire 1 région de confiance 1 serial dependence 1 simultaneous equations 1 simultaneous inference 1 split-sample 1 structural model 1 subdivision d'échantillon 1 test conditionnel 1 test d'hypothèse 1 test de Monte Carlo 1 testability 1 testabilité 1 théorie asymptotique 1 unit root 1 variable instrumentale 1
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Online availability
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Free 1
Type of publication
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Book / Working Paper 1
Language
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French 1
Author
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Dufour, Jean-Marie 1
Institution
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1
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CIRANO Working Papers 1
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RePEc 1
Showing 1 - 1 of 1
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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...
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