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 |
| _version_ | 1826212807311360000 |
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| author | Mikusheva, Anna |
| author2 | Massachusetts Institute of Technology. Department of Economics |
| author_facet | Massachusetts Institute of Technology. Department of Economics Mikusheva, Anna |
| author_sort | Mikusheva, Anna |
| collection | MIT |
| description | 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. Special attention is devoted to the question of hypothesis testing in the presence of weak identification. |
| first_indexed | 2024-09-23T15:38:32Z |
| format | Article |
| id | mit-1721.1/96376 |
| institution | Massachusetts Institute of Technology |
| language | en_US |
| last_indexed | 2024-09-23T15:38:32Z |
| publishDate | 2015 |
| publisher | CEMI RAS |
| record_format | dspace |
| spelling | mit-1721.1/963762022-09-29T15:10:39Z Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models Mikusheva, Anna Massachusetts Institute of Technology. Department of Economics Mikusheva, Anna 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. Special attention is devoted to the question of hypothesis testing in the presence of weak identification. 2015-04-03T17:45:43Z 2015-04-03T17:45:43Z 2013 Article http://purl.org/eprint/type/JournalArticle 1993-7601 http://hdl.handle.net/1721.1/96376 Mikusheva, Anna. "Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models." Applied Econometrics 29 (1), 2013. https://orcid.org/0000-0002-0724-5428 en_US http://pe.cemi.rssi.ru/pe_2013_1_117-131.pdf Applied Econometrics Creative Commons Attribution-Noncommercial-Share Alike http://creativecommons.org/licenses/by-nc-sa/4.0/ application/pdf CEMI RAS MIT web domain |
| spellingShingle | Mikusheva, Anna Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models |
| title | Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models |
| title_full | Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models |
| title_fullStr | Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models |
| title_full_unstemmed | Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models |
| title_short | Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models |
| title_sort | survey on statistical inferences in weakly identified instrumental variable models |
| url | http://hdl.handle.net/1721.1/96376 https://orcid.org/0000-0002-0724-5428 |
| work_keys_str_mv | AT mikushevaanna surveyonstatisticalinferencesinweaklyidentifiedinstrumentalvariablemodels |