Identification-robust inference for endogeneity parameters in linear structural models

DOI10.1111/ECTJ.12021OpenAlexW3123332873MaRDI QIDQ5093226

Jean-Marie Dufour, Firmin Doko Tchatoka

Publication date: 26 July 2022

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

Full work available at URL: https://cirano.qc.ca/files/publications/2014s-17.pdf

zbMATH Keywords

endogeneityAR-type statisticidentification-robust confidence setspartial exogeneity testprojection-based techniques

Mathematics Subject Classification ID

Statistics (62-XX)

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