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Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments - MaRDI portal

Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments (Q5393934)

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scientific article; zbMATH DE number 5066865
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Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
scientific article; zbMATH DE number 5066865

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    Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments (English)
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    24 October 2006
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    simultaneous equations
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    structural model
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    instrumental variables
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    weak instrument
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    confidence interval
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    testing
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    projection
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    quadric
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    exact inference
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    asymptotic theory
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