Browsing Titles index "Identification, Weak Instruments and Statistical Inference in Econometrics"

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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 ...