Are ``nearly exogenous instruments reliable?
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Publication:1934899
DOI10.1016/j.econlet.2008.03.020zbMath1255.62338OpenAlexW3121669813MaRDI QIDQ1934899
Ying Fang, Mehmet Caner, Daniel Berkowitz
Publication date: 29 January 2013
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: http://research.soe.xmu.edu.cn/repec/upload/2007223124117055475115776.pdf
Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Parametric hypothesis testing (62F03)
Related Items (12)
SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION ⋮ Using invalid instruments on purpose: focused moment selection and averaging for GMM ⋮ Weak Instrumental Variables Models for Longitudinal Data ⋮ Identification-Robust Inference With Simulation-Based Pseudo-Matching ⋮ Instrumental variable estimation with first-stage heterogeneity ⋮ Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information ⋮ ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION ⋮ Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics ⋮ Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators ⋮ The validity of instruments revisited ⋮ Semiparametric Estimation of Partially Varying-Coefficient Dynamic Panel Data Models ⋮ Near exogeneity, weak identification and specification testing: Some asymptotic results
Cites Work
- Specification Tests in Econometrics
- Instrumental Variables Regression with Weak Instruments
- Stochastic Limit Theory
- Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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