Survey on statistical inferences in weakly-identified instrumental variable models. А. Е. Mikusheva
Математика. Прикладная эконометрика. Научные статьи
- Название
- Survey on statistical inferences in weakly-identified instrumental variable models
- Автор:
- А. Е. Mikusheva
- Серия:
- Прикладная эконометрика. Научные статьи
- Жанр:
- Математика
- Год выпуска:
- 2013
- isbn:
- Аннотация:
- 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.