Search Results - subject:"weak identiﬁcation"

Confidence intervals for bias and size distortion in IV and local projections-IV models

Ganics, Gergely; Inoue, Atsushi; Rossi, Barbara - In: Journal of business & economic statistics : JBES ; a … 39 (2021) 1, pp. 307-324

Persistent link: https://www.econbiz.de/10012424523

Empirical evidence on the Euler equation for consumption in the US

Ascari, Guido; Magnusson, Leandro M.; Mavroeidis, Sophocles - In: Journal of monetary economics 117 (2021), pp. 129-152

Persistent link: https://www.econbiz.de/10012602713

Inference in structural Vector Autoregressions identified with an external instrument

Olea, José Luis Montiel; Stock, James H.; Watson, Mark W. - In: Journal of econometrics 225 (2021) 1, pp. 74-87

Persistent link: https://www.econbiz.de/10013279009

Impossible inference in econometrics : theory and applications to regression discontinuity, bunching, and exogeneity tests

Bertanha, Marinho; Moreira, Marcelo J. - 2017 - This version: December 7, 2016

Persistent link: https://www.econbiz.de/10011795914

Impulse Response Matching Estimators for DSGE Models

Guerron-Quintana, Pablo; Inoue, Atsushi; Kilian, Lutz - 2016

One of the leading methods of estimating the structural parameters of DSGE models is the VAR-based impulse response matching estimator. The existing asymptotic theory for this estimator does not cover situations in which the number of impulse response parameters exceeds the number of VAR model...

Persistent link: https://www.econbiz.de/10011431276