Instrument endogeneity and identification-robust tests: some analytical results
type: Item
instance of: scholarly article
title: Instrument endogeneity and identification-robust tests: some analytical results
zbMATH Open document ID: 1144.62015
author: Firmin Doko
author: Jean-Marie Dufour
published in: Journal of Statistical Planning and Inference
publication date: 2008-06-11T00:00:00Z
full work available at URL: MPRA paper 29613.pdf
Mathematics Subject Classification ID: 62F03
Mathematics Subject Classification ID: 62E20
Mathematics Subject Classification ID: 62F35
Mathematics Subject Classification ID: 62P20
zbMATH DE Number: 5287879
zbMATH Keywords: simultaneous equations
zbMATH Keywords: instrumental variables
zbMATH Keywords: locally weak instruments
zbMATH Keywords: invalid instruments
zbMATH Keywords: locally exogenous instruments
MaRDI profile type: Publication
OpenAlex ID: W2147349146
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cites work: Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
cites work: Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
cites work: A Consistent Method for the Selection of Relevant Instruments
cites work: Judging Instrument Relevance in Instrumental Variables Estimation
cites work: A Comment on the Test of Overidentifying Restrictions
cites work: Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
cites work: A Conditional Likelihood Ratio Test for Structural Models
cites work: The Estimation of Economic Relationships using Instrumental Variables
cites work: Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions
cites work: Instrumental Variables Regression with Weak Instruments
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cites work: Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
DOI: 10.1016/J.JSPI.2008.03.006
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description: scientific article; zbMATH DE number 5287879