Основной контент книги Survey on statistical inferences in weakly-identified instrumental variable models
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Volume 15 pages
2013 year
Survey on statistical inferences in weakly-identified instrumental variable models
author
А. Е. Mikusheva
Part of the series «Прикладная эконометрика. Научные статьи»
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About the book
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.
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