17 декабря 2013 | Категория: Учебная литература | Просмотров: 243

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

Автор: А. Е. Mikusheva
Название: Survey on statistical inferences in weakly-identified instrumental variable models
Год выпуска: 2013

Описание книги:
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.




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