Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments

JOURNAL ARTICLE published November 1998 in Econometrica

Authors: Jiahui Wang | Eric Zivot

Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

JOURNAL ARTICLE published September 2002 in Econometrica

Authors: Frank Kleibergen

On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression

JOURNAL ARTICLE published 2012 in Econometrica

A New Specification Test for the Validity of Instrumental Variables

JOURNAL ARTICLE published January 2002 in Econometrica

Authors: Jinyong Hahn | Jerry Hausman

Identification in Linear Simultaneous Equations Models with Covariance Restrictions: An Instrumental Variables Interpretation

JOURNAL ARTICLE published September 1983 in Econometrica

Authors: Jerry A. Hausman | William E. Taylor

Testing the Autocorrelation Structure of Disturbances in Ordinary Least Squares and Instrumental Variables Regressions

JOURNAL ARTICLE published January 1992 in Econometrica

Authors: Robert E. Cumby | John Huizinga

A Note on the Use of Durbin's h Tests when the Equation is Estimated by Instrumental Variables

JOURNAL ARTICLE published January 1978 in Econometrica

Authors: L. G. Godfrey

Monotone Instrumental Variables: With an Application to the Returns to Schooling

JOURNAL ARTICLE published July 2000 in Econometrica

Authors: Charles F. Manski | John V. Pepper

Comment on: Threshold Autoregressions With a Unit Root

JOURNAL ARTICLE published 2008 in Econometrica

A Generalized R^2 Criterion for Regression Models Estimated by the Instrumental Variables Method

JOURNAL ARTICLE published May 1994 in Econometrica

Authors: M. Hashem Pesaran | Richard J. Smith

Monte Carlo Methodology and the Finite Sample Properties of Instrumental Variables Statistics for Testing Nested and Non-Nested Hypotheses

JOURNAL ARTICLE published September 1991 in Econometrica

Authors: Neil R. Ericsson

Threshold in Choice and the Theory of Demand

JOURNAL ARTICLE published January 1958 in Econometrica

Authors: Nicholas Georgescu-Roegen

Instrumental Variables Estimates of the Effect of Subsidized Training on the Quantiles of Trainee Earnings

JOURNAL ARTICLE published January 2002 in Econometrica

Authors: Alberto Abadie | Joshua Angrist | Guido Imbens

On the Moments of Ordinary Least Squares and Instrumental Variables Estimators in a General Structural Equation

JOURNAL ARTICLE published January 1984 in Econometrica

Authors: G. H. Hillier | T. W. Kinal | V. K. Srivastava

Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression

JOURNAL ARTICLE published May 2006 in Econometrica

Authors: Donald W. K. Andrews | Marcelo J. Moreira | James H. Stock

A Symposium on Simultaneous Equation Estimation: Simultaneous Equation Estimation: Any Verdict Yet?

JOURNAL ARTICLE published October 1960 in Econometrica

Authors: Carl F. Christ

Entropic Latent Variable Integration via Simulation

JOURNAL ARTICLE published 2014 in Econometrica

Threshold Autoregression with a Unit Root

JOURNAL ARTICLE published November 2001 in Econometrica

Authors: Mehmet Caner | Bruce E. Hansen

Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters

JOURNAL ARTICLE published May 2002 in Econometrica

Authors: Benedikt M. Potscher

Efficient Exchange with a Variable Number of Consumers

JOURNAL ARTICLE published May 1983 in Econometrica

Authors: Urs Schweizer