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Testing overidentifying restrictions with many instruments and heteroskedasticity
Chao, John C.; Hausman, Jerry A.; Newey, Whitney K.; … - In: Journal of econometrics 178 (2014) 1, pp. 15-21
Persistent link: https://www.econbiz.de/10010254992
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A conditional linear combination test with many weak instruments
Lim, Dennis; Wang, Wenjie; Zhang, Yichong - In: Journal of econometrics 238 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015073857
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Identification-robust nonparametric inference in a linear IV model
Antoine, Bertille; Lavergne, Pascal - In: Journal of econometrics 235 (2023) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10014434375
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Tests based on t-statistics for IV regression with weak instruments
Mills, Benjamin; Moreira, Marcelo J.; Vilela, Lucas P. - In: Journal of econometrics 182 (2014) 2, pp. 351-363
Persistent link: https://www.econbiz.de/10010497752
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Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
Moreira, Humberto; Moreira, Marcelo J. - In: Journal of econometrics 213 (2019) 2, pp. 398-433
Persistent link: https://www.econbiz.de/10012304565
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Efficient size correct subset inference in homoskedastic linear instrumental variables regression
Kleibergen, Frank - In: Journal of econometrics 221 (2021) 1, pp. 78-96
Persistent link: https://www.econbiz.de/10012618800
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Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.; Neal, Timothy - In: Journal of econometrics 235 (2023) 2, pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
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Bootstrap inference for instrumental variable models with many weak instruments
Wang, Wenjie; Melou, Maximilien Kaffo - In: Journal of econometrics 192 (2016) 1, pp. 231-268
Persistent link: https://www.econbiz.de/10011617149
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Identifying marginal treatment effects in the presence of sample selection
Bartalotti, Otávio; Kédagni, Désiré; Possebom, … - In: Journal of econometrics 234 (2023) 2, pp. 565-584
Persistent link: https://www.econbiz.de/10014434351
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On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
Van de Sijpe, Nicolas; Windmeijer, Frank - In: Journal of econometrics 235 (2023) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10014434384