Symmetry-based inference in an instrumental variable setting

DOI10.1016/j.jeconom.2007.05.009zbMath1418.62417OpenAlexW2138811373MaRDI QIDQ290937

Paul A. Bekker, Steve Lawford

Publication date: 3 June 2016

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jeconom.2007.05.009

zbMATH Keywords

weak instrumentsexact inferencenonparametric testsAnderson-Rubin confidence setsdistribution-free methods

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Nonparametric hypothesis testing (62G10) Nonparametric tolerance and confidence regions (62G15)

Related Items (1)

Exactly distribution-free inference in instrumental variables regression with possibly weak instruments

Cites Work

• Exact inference for the linear model with groupwise heteroscedastic spherical disturbances.
• Tests with correct size when instruments can be arbitrarily weak
• On Inverting Permutation Tests
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• Best Median-Unbiased Estimation in Linear Regression with Bounded Asymmetric Loss Functions
• Randomization Analysis of Experimental Data: The Fisher Randomization Test
• Alternative Approximations to the Distributions of Instrumental Variable Estimators
• Instrumental Variables Regression with Weak Instruments
• Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
• Exact Inference Methods for First-Order Autoregressive Distributed Lag Models
• Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
• Choosing the Number of Instruments
• FINITE-SAMPLE INSTRUMENTAL VARIABLES INFERENCE USING AN ASYMPTOTICALLY PIVOTAL STATISTIC
• Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
• A Conditional Likelihood Ratio Test for Structural Models
• A New Specification Test for the Validity of Instrumental Variables
• Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
• Student's t-Test Under Symmetry Conditions
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• A Note on the Statistical Estimation of Supply and Demand Relations from Time Series
• Nonparametric Tests Against Trend
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