Reduced forms and weak instrumentation

DOI10.1080/07474938.2017.1307578OpenAlexW2601713282MaRDI QIDQ5864650

Peter C. B. Phillips

Publication date: 8 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://eprints.soton.ac.uk/413184/1/Reduced_Forms_Rev_A6.pdf

zbMATH Keywords

endogeneitymoment existenceexact distributionpartial identificationweak instrumentreduced formstructural equationfinite sample theoryunidentified structure

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

Related Items (3)

Structural inference from reduced forms with many instruments ⋮ The polar confidence curve for a ratio ⋮ Econometric Reviews honors Esfandiar Maasoumi

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