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Performance of conditional Wald tests in IV regression with weak instruments

, , и . Journal of Econometrics, 139 (1): 116--132 (июля 2007)

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James H Richardson

Edith H Stock

Michael James

Audrein James

Katherine James

 

Другие публикации лиц с тем же именем

A Probability Model of The Coincident Economic Indicators, и . Working Paper, 2772. National Bureau of Economic Research, (ноября 1988)Testing for Weak Instruments in Linear IV Regression, и . In: Andrews DWK Identification and Inference for Econometric Models., (2005)Drawing inferences from statistics based on multiyear asset returns, и . Journal of Financial Economics, 25 (2): 323--348 (декабря 1989)Handbook of Economic Forecasting, и . Volume 1, глава Chapter 10 Forecasting with Many Predictors, стр. 515--554. Elsevier, (2006)Measuring money growth when financial markets are changing, и . Journal of Monetary Economics, 37 (1): 3--27 (февраля 1996)Efficient windows and labor force reduction, , и . Journal of Public Economics, 43 (2): 131--159 (ноября 1990)Macroeconomic forecasting in the Euro area: Country specific versus area-wide information, , и . European Economic Review, 47 (1): 1--18 (февраля 2003)Stochastic Trends and Economic Fluctuations, , , и . American Economic Review, 81 (4): 819-40 (сентября 1991)available at http://ideas.repec.org/a/aea/aecrev/v81y1991i4p819-40.html.GMM with Weak Identification, и . Econometrica, 68 (5): 1055-1096 (2000)available at http://ideas.repec.org/a/ecm/emetrp/v68y2000i5p1055-1096.html.A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems, и . Econometrica, 61 (4): 783-820 (июля 1993)available at http://ideas.repec.org/a/ecm/emetrp/v61y1993i4p783-820.html.