Survey on statistical inferences in weakly-identified instrumental variable models

Anna Mikusheva ()
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Anna Mikusheva: Massachusetts Institute of Technology (MIT)

Applied Econometrics, 2013, vol. 29, issue 1, 117-131

Abstract: 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.

Keywords: instrumental variable regression; weak instruments; robustness; uniform asymptotics (search for similar items in EconPapers)
JEL-codes: C12 C26 C36 (search for similar items in EconPapers)
Date: 2013
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Citations: View citations in EconPapers (16)

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