Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models
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....
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| Format: | Article |
| Language: | en_US |
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CEMI RAS
2015
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| Online Access: | http://hdl.handle.net/1721.1/96376 https://orcid.org/0000-0002-0724-5428 |