Série Scientifique Scientific Series Identification, Weak Instruments and Statistical Inference in Econometrics Identification, Weak Instruments and Statistical Inference in Econometrics

By Jean-Marie Dufour, B. Campbell, Tarek Jouini, Lynda Khalaf, William Mc-Causland, Nour Meddahi, B. Perron, Mohamed Taamouti

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Citations in the corpus

The hardness of conditional independence testing and the generalised covariance measure (2018, background): “The hypothesis testing problem defined by the pair (P,Q) is then said to be untestable [19].”
Empirical Evidence on Inflation Expectations in the New Keynesian Phillips Curve (2014, background): “Dufour et al. (2006) compute Anderson and Rubin (1949) and Kleibergen (2002) confidence sets for the Canadian and U.”
Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve (2009, background): “Moreover, the weak instruments literature (cf. Stock, Wright, and Yogo 2002; Dufour 2003; Andrews and Stock 2005; and Kleibergen 2007) has shown that using conventional inference methods after pretesting for identification is both unreliable and unnecessary.”
Assessing the credibility of instrumental variables inference with imperfect instruments via sensitivity analysis (2009, background): “Note that this problem is distinct from that of “weak instruments,” as in Stock, Wright, and Yogo (2002) and Dufour (2003).”
Performance of Conditional Wald Tests in IV Regression with Weak Instruments (2007, background): “For reviews of hypothesis testing in the presence of weak instruments, see Stock et al. (2002) and Dufour (2003).”
Improved Nonparametric Inference for the Mean of a Bounded Random Variable with Application to Poverty Measures (2005, background): “In fact, Bahadur and Savage (1956) proved that non-parametric inference cannot be performed for the mean of a random variable when observations are independant and identically distributed from an unknown distribution function with finite mean [see Dufour (2003)[20] for more details].”
Monetary Policy Rules and Macroeconomic Stability: Some New Evidence (2010, methodology): “For a detailed account of these methods, the reader is referred to the excellent surveys by Stock, Wright, and Yogo (2002), Dufour (2003) or Andrews and Stock (2005).”