Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments

By Donald W. K. Andrews, Marcelo J. Moreira, James H. Stock. 2008

57 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/d80c6e441c84b2663c92e857bda578be52272f4b

Citations in the corpus

• ESTIMATION AND INFERENCE WITH WEAK, SEMI-STRONG, AND STRONG IDENTIFICATION (2010, unknown): “The CLR test is approximately asymptotically optimal under weak and strong identification in the classes of invariant similar and invariant tests; see Andrews, Moreira, and Stock (2006, 2008) and Chernozhukov, Hansen, and Jansson (2009).”
• Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure (2008, unknown): “contexts by Muller and Watson (2007) and Andrews, Moreira, and Stock (2008) .”