Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
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Cited by:
- Andrews, Donald W.K. & Guggenberger, Patrik, 2010.
"Applications of subsampling, hybrid, and size-correction methods,"
Journal of Econometrics, Elsevier, vol. 158(2), pages 285-305, October.
- Patrik Guggenberger, "undated". "Applications of Subsampling, Hybrid, and Size-Correction Methods (joint with D.W.K. Andrews), 2005, this version May 2007," UCLA Economics Online Papers 414, UCLA Department of Economics.
- Donald W.K. Andrews & Patrik Guggenberger, 2007. "Applications of Subsampling, Hybrid, and Size-Correction Methods," Cowles Foundation Discussion Papers 1608, Cowles Foundation for Research in Economics, Yale University.
- Luis Aranda & Martin Siyaranamual, 2014.
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- Luis Aranda & Martin Daniel Siyaranamual, 2014. "Are Smarter People Better Samaritans? Effect of Cognitive Abilities on Pro-Social Behaviors," Working Papers in Economics and Development Studies (WoPEDS) 201405, Department of Economics, Padjadjaran University, revised May 2014.
- Andrews, Donald W.K. & Cheng, Xu & Guggenberger, Patrik, 2020.
"Generic results for establishing the asymptotic size of confidence sets and tests,"
Journal of Econometrics, Elsevier, vol. 218(2), pages 496-531.
- Donald W.K. Andrews & Xu Cheng & Patrik Guggenberger, 2011. "Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests," Cowles Foundation Discussion Papers 1813, Cowles Foundation for Research in Economics, Yale University.
- Kolesár, Michal, 2018. "Minimum distance approach to inference with many instruments," Journal of Econometrics, Elsevier, vol. 204(1), pages 86-100.
- Donald W. K. Andrews & Panle Jia Barwick, 2012.
"Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure,"
Econometrica, Econometric Society, vol. 80(6), pages 2805-2826, November.
- Donald W.K. Andrews & Panle Jia, 2008. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers 1676R, Cowles Foundation for Research in Economics, Yale University, revised Aug 2011.
- Donald W.K. Andrews & Panle Jia, 2008. "Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure," Cowles Foundation Discussion Papers 1676, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews, 2011.
"Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power,"
Cowles Foundation Discussion Papers
1815R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2012.
- Donald W.K. Andrews, 2011. "Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power," Cowles Foundation Discussion Papers 1815, Cowles Foundation for Research in Economics, Yale University.
- Sriananthakumar, Sivagowry, 2015. "Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests," Economic Modelling, Elsevier, vol. 49(C), pages 387-394.
- Kleibergen, Frank, 2021. "Efficient size correct subset inference in homoskedastic linear instrumental variables regression," Journal of Econometrics, Elsevier, vol. 221(1), pages 78-96.
- Müller, Ulrich K. & Watson, Mark W., 2013.
"Low-frequency robust cointegration testing,"
Journal of Econometrics, Elsevier, vol. 174(2), pages 66-81.
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Keywords
Instrumental variables regression Invariant tests Optimal tests Power envelope Two-sided tests;Statistics
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