Survey on statistical inferences in weakly-identified instrumental variable models. А. Е. Mikusheva
Математика. Прикладная эконометрика. Научные статьи
Survey on statistical inferences in weakly-identified instrumental variable models
Год выпуска 2013
isbn
Автор произведения А. Е. Mikusheva
Жанр Математика
Серия Прикладная эконометрика. Научные статьи
Издательство НОУ «МФПУ «Синергия»
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.