A REMARK ON BIMODALITY AND WEAK INSTRUMENTATION IN STRUCTURAL EQUATION ESTIMATION
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Publication:3408527
DOI10.1017/S0266466606060439zbMath1125.62129OpenAlexW3123411065MaRDI QIDQ3408527
Publication date: 14 November 2006
Published in: Econometric Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1017/s0266466606060439
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20)
Related Items
Structural inference from reduced forms with many instruments ⋮ MULTIMODALITY p**-FORMULA AND CONFIDENCE REGIONS ⋮ Bimodal t-ratios: the impact of thick tails on inference ⋮ Assessing the magnitude of the concentration parameter in a simultaneous equations model ⋮ YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS ⋮ ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR ⋮ The unconditional distributions of the OLS, TSLS and LIML estimators in a simple structural equations model
Cites Work
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
- ON THE BIMODALITY OF THE EXACT DISTRIBUTION OF THE TSLS ESTIMATOR
- The Distribution of FIML in the Leading Case
- The Exact Distribution of LIML: I
- The Exact Distribution of LIML: II
- The Exact Sampling Distributions of Least Squares and Maximum Likelihood Estimators of the Marginal Propensity to Consume
- The Exact Distribution of Instrumental Variable Estimators in an Equation Containing n + 1 Endogenous Variables
- On the Exact Small Sample Distribution of the Instrumental Variable Estimator
- Instrumental Variables Regression with Weak Instruments
- GMM with Many Moment Conditions
- Consistent Estimation with a Large Number of Weak Instruments
