Survey on statistical inferences in weakly-identified instrumental variable models

Survey on statistical inferences in weakly-identified instrumental variable models

А. Mikusheva

     

электронная книга



Дата выхода: май 2013
Размер файла: 256 Кб

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.