Основной контент книги Survey on statistical inferences in weakly-identified instrumental variable models
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Volume 15 pages

2013 year

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Survey on statistical inferences in weakly-identified instrumental variable models

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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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Age restriction:
0+
Release date on Litres:
28 May 2013
Writing date:
2013
Volume:
15 p.
Total size:
563 КБ
Total number of pages:
15
Copyright holder:
Синергия
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