Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models
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Mikusheva_Survey on.pdf
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115.95 KB
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Checksum (MD5)
6e8bea2a2584f81334bd246dec47080c
Author(s)
Mikusheva, Anna
Date Issued
2013
Journal
Applied Econometrics
Publisher
CEMI RAS
Citation
Mikusheva, Anna. "Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models." Applied Econometrics 29 (1), 2013.
Version
Author's final manuscript
Abstract
This paper provides a brief review of the current state of knowledge on the topic of weakly-identified instrumental variable regression. We describe the essence of the problem of weak identification, possible methods for detecting it in applied work as well as methods robust to weak identification. Special attention is devoted to the question of hypothesis testing in the presence of weak identification.
MIT Department
Massachusetts Institute of Technology. Department of Economics
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Creative Commons Attribution-Noncommercial-Share Alike
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DOI of Published Version
http://pe.cemi.rssi.ru/pe_2013_1_117-131.pdf
