Finite Sample Limited Information Inference Methods for Structural Equations and Models With Generated Regressors
By Jean-Marie Dufour, Joann Jasiak. 2001
152 citations recorded by the source corpus.
Subfields: Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/c2e20997fb031a1c6e3b74193a46f5dd2f5367bd
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In Statistics and Probability
- Victor Chernozhukov
- Christian Hansen
- Kenneth Train
- Donald W. K. Andrews
- James H. Stock
- Whitney K. Newey
- D. Chetverikov
- Patrik Guggenberger
Citations in the corpus
- Optimal Two‐Sided Invariant Similar Tests for Instrumental Variables Regression (2006, background): “It includes Staiger and Stock (1997), Zivot, Startz, and Nelson (1998), Wang and Zivot (1998), Dufour and Jasiak (2001) , Moreira (2001, 2003), Kleibergen (2002, 2004), Dufour and Taamouti (2005), Guggenberger and Smith (2005a, b), and Otsu (2005).”
- Hybrid Choice Models: Progress and Challenges (2002, methodology): “They extended the exact split-sample IV-based tests proposed by Dufour and Jasiak (2000) to discrete=continuous models and showed that this procedure achieves perfect type I error control.”
- Identification With Imperfect Instruments (2008, unknown): “Hahn and Hausman (2002) and Stock and Yogo (2005)), as well devise inferential methods that are robust to weak instruments, such as Anderson and Rubin (1949), Anderson and Rubin (1950), Staiger and Stock (1997), Wang and Zivot (1998), Zivot, Startz, and Nelson (1998), Stock and Wright (2000), Dufour”
- A new method of projection-based inference in GMM with weakly identified nuisance parameters (2011, methodology): “While the usefulness of the (usual) projection technique in designing tests that are not over-sized has already been well established in a series of papers by Dufour and his co-authors [see, among others, Dufour (1990), Dufour (1997), Dufour and Jasiak (2001) , Dufour and Taamouti (2005, 2007)], of”
- The reduced form: A simple approach to inference with weak instruments (2008, background): “by Zivot, Startz, and Nelson (1998), Dufour and Jasiac (2001) , and Dufour and Taamouti”