Exactly distribution-free inference in instrumental variables regression with possibly weak instruments

Journal of Econometrics

Volumn 142, Issue 1, 2008, Pages 183-200

  Andrews, Donald W K ^a   Marmer, Vadim ^b  

^a YALE UNIVERSITY   (United States)

^b UNIVERSITY OF BRITISH COLUMBIA   (Canada)

Author keywords

Aligned ranks; Anderson Rubin statistic; Exact size; Rank test; Weak instruments

Indexed keywords

ASYMPTOTIC ANALYSIS; MATHEMATICAL MODELS; PROBABILITY DISTRIBUTIONS; REGRESSION ANALYSIS;

ALIGNED RANKS; ANDERSON-RUBIN STATISTICS; EXACT SIZES; RANK TESTS; WEAK INSTRUMENTS;

INFERENCE ENGINES;

EID: 36148999420     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.05.012     Document Type: Article

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