Decision Theory Applied to an Instrumental Variables Model

DOI10.1111/j.1468-0262.2007.00764.xzbMath1142.91396OpenAlexW2085178169MaRDI QIDQ5441622

Gary Chamberlain

Publication date: 15 February 2008

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1468-0262.2007.00764.x

Mathematics Subject Classification ID

Bayesian problems; characterization of Bayes procedures (62C10) Decision theory (91B06) Decision theory for games (91A35)

Related Items (12)

Estimation of Regression Coefficients in a Restricted Measurement Error Model Using Instrumental Variables ⋮ Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments ⋮ ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION ⋮ Bayesian Instrumental Variables: Priors and Likelihoods ⋮ Integrated likelihood inference in multinomial distributions ⋮ ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS ⋮ Minimum distance approach to inference with many instruments ⋮ On the structure of IV estimands ⋮ Tests based on \(t\)-statistics for IV regression with weak instruments ⋮ ADMISSIBLE, SIMILAR TESTS: A CHARACTERIZATION ⋮ A maximum likelihood method for the incidental parameter problem ⋮ Location Properties of Point Estimators in Linear Instrumental Variables and Related Models

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