Survey on statistical inferences in weakly-identified instrumental variable models. А. Е. Mikusheva

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Название: Survey on statistical inferences in weakly-identified instrumental variable models

Автор: А. Е. Mikusheva

Издательство: НОУ «МФПУ «Синергия»

Жанр: Математика

Серия: Прикладная эконометрика. Научные статьи

isbn:

isbn: 2013

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.