Search Results - subject:"weak instruments"

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

Ganics, Gergely Akos; Inoue, Atsushi; Rossi, Barbara - 2018

weak instruments, whose distributions are non-standard and depend on nuisance parameters that cannot be estimated …

Persistent link: https://www.econbiz.de/10012532189

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

Ganics, Gergely; Inoue, Atsushi; Rossi, Barbara - 2018

Persistent link: https://www.econbiz.de/10011946926

Non-asymptotic inference in instrumental variables estimation

Horowitz, Joel - 2018

This paper presents a simple method for carrying out inference in a wide variety of possibly nonlinear IV models under weak assumptions. The method is non-asymptotic in the sense that it provides a finite sample bound on the difference between the true and nominal probabilities of rejecting a...

Persistent link: https://www.econbiz.de/10011901474

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

Ganics, Gergely; Inoue, Atsushi; Rossi, Barbara - 2018

Persistent link: https://www.econbiz.de/10012005789

Optimal estimation with complete subsets of instruments

Lee, Seojeong; Shin, Youngki - 2018

Persistent link: https://www.econbiz.de/10011935388

On the Stock-Yogo tables

Skeels, Christopher L.; Windmeijer, Frank - In: Econometrics : open access journal 6 (2018) 4, pp. 1-23

A standard test for weak instruments compares the first-stage F-statistic to a table of critical values obtained by …-statistic weak instruments test. …

Persistent link: https://www.econbiz.de/10011945785