Weak identification robust tests in an instrumental quantile model

Journal of Econometrics

Volumn 144, Issue 1, 2008, Pages 118-138

  Jun, Sung Jae ^a  

^a PENNSYLVANIA STATE UNIVERSITY   (United States)

Author keywords

GMM; Instruments; Quantile regression; Weak identification

Indexed keywords

COMPUTATIONAL EFFICIENCY; DISTRIBUTION FUNCTIONS; STATISTICAL METHODS;

ANDERSON-RUBIN (AR) STATISTICS; QUANTILE REGRESSION; WEAK IDENTIFICATION;

MATHEMATICAL MODELS;

EID: 42749094650     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2007.12.006     Document Type: Article

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