Dynamic Identification Using System Projections on Instrumental Variables

Author:

Lewis Daniel J., ,Mertens Karel,

Publisher

Federal Reserve Bank of Dallas

Reference51 articles.

1. Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations;Anderson;The Annals of Mathematical Statistics 20 (1),1949

2. Conditional Linear Combination Tests for Weakly Identified Models;Andrews;Econometrica 84 (6),2016

3. Weak Instruments in Instrumental Variables Regression: Theory and Practice;Andrews;Annual Review of Economics 11 (1),2019

4. Business-Cycle Anatomy;Angeletos;American Economic Review 110 (10),2020

5. Monetary policy matters: Evidence from new shocks data;Barakchian;Journal of Monetary Economics 60 (8),2013

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