Browsing by Keyword "Instrumental variables regression"

Now showing items 1-4 of 4

    • Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments 

      Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H.
      2008
      As Nelson and Startz [Nelson, C.R., Startz, R., 1990a. The distribution of the instrumental variable estimator and its t ratio when the instrument is a poor one. Journal of Business 63, S125-S140; Nelson, C.R., Startz, R., ...

    • Hypothesis testing in econometric models 

      Vilela, Lucas Pimentel
      2015-12-11
      This thesis contains three chapters. The first chapter considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical ...

    • Tests based on t-statistics for IV regression with weak instruments 

      Mills, Benjamin; Moreira, Marcelo J.; Vilela, Lucas Pimentel
      2014-10
      This paper considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical and numerical work shows that the conditional ...

    • Tests with correct size when instruments can be arbitrarily weak 

      Moreira, Marcelo J.
      2009-10
      This paper applies classical exponential-family statistical theory to develop a unifying framework for testing structural parameters in the simultaneous equations model under the assumption of normal errors with known ...