Browsing Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications by Subject "weak instrument"

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  • Identification, Weak Instruments and Statistical Inference in Econometrics 

    Dufour, Jean Marie (Université de Montréal. Département de sciences économiques., 2003)
    We discuss statistical inference problems associated with identification and testability in econometrics, and we emphasize the common nature of the two issues. After reviewing the relevant statistical notions, we consider in turn inference in nonparametric ...

  • Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments 

    Dufour, Jean Marie; TAAMOUTI, Mohamed (Université de Montréal. Département de sciences économiques., 2003)
    It is well known that standard asymptotic theory is not valid or is extremely unreliable in models with identification problems or weak instruments [Dufour (1997, Econometrica), Staiger and Stock (1997, Econometrica), Wang and Zivot (1998, Econometrica), ...