Decision Theory Applied to an Instrumental Variables Model

52 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

NEARLY OPTIMAL TESTS WHEN A NUISANCE PARAMETER IS PRESENT UNDER THE NULL HYPOTHESIS (2015, background): “See Krafft and Witting (1967) for a general discussion of the relationship between least favorable distributions and linear programming, and Chiburis (2009) and Moreira (2003) for recent implementations. A disadvantage is, however, that unless the sample space Y can usefully be partitioned into a sm”
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (2008, background): “Hillier (1990), Chamberlain (2007). Two useful reference values of θ correspond to the limits of the range of β:”
Bayesian Instrumental Variables: Priors and Likelihoods (2014, methodology): “IV regression has been tackled with a plethora of methods including: Bayesian approaches (Lindley and El-Sayyad, 1968, Zellner, 1971, Kleibergen and van Dijk, 2007), Bayes-Stein shrinkage (Zellner and Vandaele, 1975), decision-theoretic methods (Chamberlain, 2007), method of moments (Zellner, Tobias”
ESTIMATION IN AN INSTRUMENTAL VARIABLES MODEL WITH TREATMENT EFFECT HETEROGENEITY (2012, background): “Goldberger and Olkin (1971) show that liml can be thought of in this way, with the weight matrix depending on the covariance matrix of the reduced-form errors.”