Robust confidence sets in the presence of weak instruments

Journal of Econometrics

Volumn 157, Issue 2, 2010, Pages 236-247

  Mikusheva, Anna ^a  

^a MASSACHUSETTS INSTITUTE OF TECHNOLOGY   (United States)

Author keywords

Confidence set; Uniform asymptotics; Weak instruments

Indexed keywords

ANDERSONS; ARC LENGTH; CONDITIONAL LIKELIHOOD; CONFIDENCE SET; CONFIDENCE SETS; INSTRUMENTAL VARIABLES; SIMPLE ALGORITHM; UNIFORM ASYMPTOTICS;

ASYMPTOTIC ANALYSIS; LAGRANGE MULTIPLIERS; MAXIMUM LIKELIHOOD ESTIMATION;

INSTRUMENTS;

EID: 77953710617     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.12.003     Document Type: Article

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