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

被引：95
|
作者：
Chernozhukov, Victor [2 ]
Hansen, Christian [1 ]
机构：
[1] Univ Chicago, Grad Sch Business, Chicago, IL 60637 USA
[2] MIT, Cambridge, MA 02139 USA
来源：
ECONOMICS LETTERS | 2008年 / 100卷 / 01期
关键词：
heteroskedasticity; autocorrelation; weak identification;
D O I：
10.1016/j.econlet.2007.11.012
中图分类号：
F [经济];
学科分类号：
02 ;
摘要：
In this paper, we show that conventional heteroskedasticity and autocorrelation robust inference procedures based on the reduced form provide tests and confidence intervals for structural parameters that are valid when instruments are strongly or weakly correlated to the endogenous variables. (c) 2008 Published by Elsevier B. V.
引用
收藏
页码：68 / 71
页数：4
相关论文
共 50 条
  • [41] Weak Identification with Many Instruments
    Mikusheva, Anna
    Sun, Liyang
    arXiv, 2023,
  • [42] Weak identification with many instruments
    Mikusheva, Anna
    Sun, Liyang
    ECONOMETRICS JOURNAL, 2024, 27 (02): : C1 - C28
  • [43] Testing with many weak instruments
    Andrews, Donald W. K.
    Stock, James H.
    JOURNAL OF ECONOMETRICS, 2007, 138 (01) : 24 - 46
  • [44] Data reduction and analysis pipelines: the simple approach for the xFOSC family of instruments
    Butler, RF
    Forde, K
    OPTIMIZING SCIENTIFIC RETURN FOR ASTRONOMY THROUGH INFORMATION TECHNOLOGIES, 2004, 5493 : 502 - 511
  • [45] A simple and effective reduced-rank STAP approach
    Wang, W
    Li, SH
    Mao, SY
    2000 5TH INTERNATIONAL CONFERENCE ON SIGNAL PROCESSING PROCEEDINGS, VOLS I-III, 2000, : 403 - 408
  • [46] Function approximation approach to the inference of reduced NGnet models of genetic networks
    Shuhei Kimura
    Katsuki Sonoda
    Soichiro Yamane
    Hideki Maeda
    Koki Matsumura
    Mariko Hatakeyama
    BMC Bioinformatics, 9
  • [47] Function approximation approach to the inference of reduced NGnet models of genetic networks
    Kimura, Shuhei
    Sonoda, Katsuki
    Yamane, Soichiro
    Maeda, Hideki
    Matsumura, Koki
    Hatakeyama, Mariko
    BMC BIOINFORMATICS, 2008, 9 (1)
  • [48] STRONG INFERENCE AND WEAK INTERACTIONS
    HAFNER, EM
    PRESSWOOD, S
    SCIENCE, 1965, 149 (3683) : 503 - +
  • [49] Predictive Inference with Weak Supervision
    Cauchois, Maxime
    Gupta, Suyash
    Ali, Alnur
    Duchi, John
    JOURNAL OF MACHINE LEARNING RESEARCH, 2024, 25
  • [50] Identification and Inference With Many Invalid Instruments
    Kolesar, Michal
    Chetty, Raj
    Friedman, John
    Glaeser, Edward
    Imbens, Guido W.
    JOURNAL OF BUSINESS & ECONOMIC STATISTICS, 2015, 33 (04) : 474 - 484
12345