Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models

Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models

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....

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Bibliographic Details
Main Author: Mikusheva, Anna (Contributor)
Other Authors: Massachusetts Institute of Technology. Department of Economics (Contributor)
Format: Article
Language:English
Published: CEMI RAS, 2015-04-03T17:45:43Z.
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Online Access:Get fulltext
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100 1 0 |a Massachusetts Institute of Technology. Department of Economics  |e contributor 
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856 |z Get fulltext  |u http://hdl.handle.net/1721.1/96376 
520 |a 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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