Further results on projection-based inference in IV regressions with weak, collinear or missing instruments

Journal of Econometrics

Volumn 139, Issue 1, 2007, Pages 133-153

  Dufour, Jean Marie ^a   Taamouti, Mohamed ^a,b  

^a Canada H3A 2T7   (Canada)

^b INSEA   (Morocco)

Author keywords

Collinearity; Missing instrument; Projection; Simultaneous equations; Weak instrument

Indexed keywords

COMPUTER SIMULATION; DISTRIBUTION FUNCTIONS; PARAMETER ESTIMATION; PROBLEM SOLVING;

ANDERSON-RUBIN-TYPE; ENDOGENOUS VARIABLES; FINITE-SAMPLE DISTRIBUTIONAL THEORY; MISSING INSTRUMENT;

REGRESSION ANALYSIS;

EID: 34249333506     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2006.06.008     Document Type: Article

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