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Optimal Invariant Similar Tests for Instrumental Variables Regression
Citations
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Cited by:
- Marmer, Vadim & Yu, Zhengfei, 2015. "Efficient Inference in the Classical IV Regression Model with Weak Identification: Asymptotic Power Against Arbitrarily Large Deviations from the Null Hypothesis," Microeconomics.ca working papers vadim_marmer-2015-17, Vancouver School of Economics, revised 02 Sep 2015.
- Marcelo Moreira & Geert Ridder, 2019.
"Efficiency loss of asymptotically efficient tests in an instrumental variables regression,"
CeMMAP working papers
CWP03/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Marcelo J. Moreira & Geert Ridder, 2020. "Efficiency Loss of Asymptotically Efficient Tests in an Instrumental Variables Regression," Papers 2008.13042, arXiv.org, revised Sep 2021.
- Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers 25/16, Institute for Fiscal Studies.
- Dufour, Jean-Marie & Taamouti, Mohamed, 2007. "Further results on projection-based inference in IV regressions with weak, collinear or missing instruments," Journal of Econometrics, Elsevier, vol. 139(1), pages 133-153, July.
- Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004.
"Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak,"
NBER Technical Working Papers
0302, National Bureau of Economic Research, Inc.
- Marcelo J. Moreira & Jack R. Porter & Gustavo A. Suarez, 2004. "Bootstrap and Higher-Order Expansion Validity When Instruments May Be Weak," Harvard Institute of Economic Research Working Papers 2048, Harvard - Institute of Economic Research.
- Russell Davidson & James G. MacKinnon, 2008.
"Bootstrap inference in a linear equation estimated by instrumental variables,"
Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November.
- James G. MacKinnon & Russell Davidson, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1024, Economics Department, Queen's University.
- Russell Davidson & James Mackinnon, 2009. "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers halshs-00442713, HAL.
- James G. MacKinnon & Russell Davidson, 2008. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Working Paper 1157, Economics Department, Queen's University.
- Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
- Andrews, Donald W.K. & Marmer, Vadim, 2008.
"Exactly distribution-free inference in instrumental variables regression with possibly weak instruments,"
Journal of Econometrics, Elsevier, vol. 142(1), pages 183-200, January.
- Donald W.K. Andrews & Vadim Marmer, 2005. "Exactly Distribution-free Inference in Instrumental Variables Regression with Possibly Weak Instruments," Cowles Foundation Discussion Papers 1501, Cowles Foundation for Research in Economics, Yale University.
- Albouy, David, 2006.
"The Colonial Origins of Comparative Development: An Investigation of the Settler Mortality Data,"
Center for International and Development Economics Research, Working Paper Series
qt8kt576x8, Center for International and Development Economics Research, Institute for Business and Economic Research, UC Berkeley.
- David Y. Albouy, 2008. "The Colonial Origins of Comparative Development: An Investigation of the Settler Mortality Data," NBER Working Papers 14130, National Bureau of Economic Research, Inc.
- Richard Smith, 2005. "Weak instruments and empirical likelihood: a discussion of the papers by DWK Andrews and JH Stock and Y Kitamura," CeMMAP working papers CWP13/05, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Moreira, Humberto & Moreira, Marcelo J., 2019.
"Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors,"
Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.
- Moreira, Humberto AtaĆde & Moreira, Marcelo J., 2015. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 764, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).
- Humberto Moreira & Marcelo Moreira, 2016. "Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors," CeMMAP working papers CWP25/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Justin McCrary & Heather Royer, 2011.
"The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth,"
American Economic Review, American Economic Association, vol. 101(1), pages 158-195, February.
- Justin McCrary & Heather Royer, 2006. "The Effect of Female Education on Fertility and Infant Health: Evidence from School Entry Policies Using Exact Date of Birth," NBER Working Papers 12329, National Bureau of Economic Research, Inc.
- Donald W.K. Andrews & James H. Stock, 2005.
"Inference with Weak Instruments,"
Cowles Foundation Discussion Papers
1530, Cowles Foundation for Research in Economics, Yale University.
- Donald W.K. Andrews & James H. Stock, 2005. "Inference with Weak Instruments," NBER Technical Working Papers 0313, National Bureau of Economic Research, Inc.
- 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.
- Manu Navjeevan, 2023. "An Identification and Dimensionality Robust Test for Instrumental Variables Models," Papers 2311.14892, arXiv.org.
- Russell Davidson & James G. MacKinnon, 2015.
"Bootstrap Tests for Overidentification in Linear Regression Models,"
Econometrics, MDPI, vol. 3(4), pages 1-39, December.
- James G. MacKinnon & Russell Davidson, 2014. "Bootstrap Tests For Overidentification In Linear Regression Models," Working Paper 1318, Economics Department, Queen's University.
- Russell Davidson & James G. Mackinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Post-Print hal-01456100, HAL.
- Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014. "Tests based on t-statistics for IV regression with weak instruments," Journal of Econometrics, Elsevier, vol. 182(2), pages 351-363.
- Ying Fang, 2013. "GMM with Weak Identification and Near Exogenneity," Working Papers 2013-10-14, Wang Yanan Institute for Studies in Economics (WISE), Xiamen University.
- Marmer, Vadim & Sakata, Shinichi, 2011. "Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction," Microeconomics.ca working papers vadim_marmer-2011-26, Vancouver School of Economics, revised 28 Sep 2011.
- Claudio Loderer & Lukas Roth & Urs Waelchli & Petra Joerg, 2010. "Shareholder Value: Principles, Declarations, and Actions," Financial Management, Financial Management Association International, vol. 39(1), pages 5-32, March.
- Andreea Balan-Cohen, 2008. "Healthy, Wealthy, and Wise? The Impact of the Old Age Assistance Program on Elderly Mortality in the United States," Discussion Papers Series, Department of Economics, Tufts University 0719, Department of Economics, Tufts University.
- Badinger, Harald, 2008. "Trade policy and productivity," European Economic Review, Elsevier, vol. 52(5), pages 867-891, July.
- Michael P. Murray, 2006. "Avoiding Invalid Instruments and Coping with Weak Instruments," Journal of Economic Perspectives, American Economic Association, vol. 20(4), pages 111-132, Fall.
- Murray Michael P., 2017. "Linear Model IV Estimation When Instruments Are Many or Weak," Journal of Econometric Methods, De Gruyter, vol. 6(1), pages 1-22, January.
- Anna Mikusheva & Brian P. Poi, 2006. "Tests and confidence sets with correct size when instruments are potentially weak," Stata Journal, StataCorp LP, vol. 6(3), pages 335-347, September.
- Elise Coudin & Jean-Marie Dufour, 2010. "Finite and Large Sample Distribution-Free Inference in Median Regressions with Instrumental Variables," Working Papers 2010-56, Center for Research in Economics and Statistics.
- James G. MacKinnon, 2006. "Applications Of The Fast Double Bootstrap," Working Paper 1023, Economics Department, Queen's University.
- repec:wsr:wpaper:y:2008:i:010 is not listed on IDEAS
- Harald Badinger, 2007. "Market size, trade, competition and productivity: evidence from OECD manufacturing industries," Applied Economics, Taylor & Francis Journals, vol. 39(17), pages 2143-2157.
- Adrian Pagan, 2007. "Weak Instruments: A Guide to the Literature," NCER Working Paper Series 13, National Centre for Econometric Research.