Conceptual frameworks and experimental design in simultaneous equations

DOI10.1016/j.econlet.2007.12.012zbMath1255.62224OpenAlexW2094451902MaRDI QIDQ1934847

D. S. Poskitt, Christopher L. Skeels

Publication date: 29 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2007.12.012

zbMATH Keywords

simulation experiments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Design of statistical experiments (62K99)

Related Items (2)

On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference ⋮ The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model

Cites Work

• Guest editorial. Endogeneity, instruments and identification
• Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small
• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
• Instrumental Variables Regression with Weak Instruments
• CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
• A Conditional Likelihood Ratio Test for Structural Models
• Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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