Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
DOI10.1080/07474938.2021.1889199zbMath1490.62455OpenAlexW3188659895MaRDI QIDQ5862422
Byunguk Kang, Jean-Marie Dufour
Publication date: 9 March 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/07474938.2021.1889199
weak instrumentsexact inferenceMonte Carlo testNew Keynesian Phillips curvesimultaneous equation modellagged dependent variableidentification-robust test
Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Macroeconomic theory (monetary models, models of taxation) (91B64)
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