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Reduced forms and weak instrumentation

Published:2017-05-16 Issue:6-9 Volume:36 Page:818-839
ISSN:0747-4938
Container-title:Econometric Reviews
language:en
Short-container-title:Econometric Reviews

Author:

Phillips Peter C. B.¹²³⁴

Affiliation:

1. Department of Economics, Yale University, New Haven, Connecticut, USA

2. Department of Economics, University of Auckland, New Zealand

3. School of Economics, Singapore Management University, Singapore

4. Department of Economics, University of Southampton, Southampton, UK

Funder

NSF (USA)

Publisher

Informa UK Limited

Subject

Economics and Econometrics

Link

https://www.tandfonline.com/doi/pdf/10.1080/07474938.2017.1307578

Reference43 articles.

1. The Exact Sampling Distributions of Least Squares and Maximum Likelihood Estimators of the Marginal Propensity to Consume

2. Consistent Estimation with a Large Number of Weak Instruments

3. Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction

4. The reduced form: A simple approach to inference with weak instruments

Cited by 3 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. The polar confidence curve for a ratio;Econometric Reviews;2019-03-19

2. On the Stock–Yogo Tables;Econometrics;2018-11-13

3. Structural inference from reduced forms with many instruments;Journal of Econometrics;2017-08

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