Weak instrument robust inference is a critical area in econometrics that addresses the reliability of instrumental variable techniques when instruments exhibit only a feeble correlation with the ...
The estimation of economic relationships often confronts the challenge of weak instruments – variables that are only weakly correlated with endogenous regressors. Such weakness can lead to substantial ...
In the article that accompanies this editorial, Lu et al 5 conducted a systematic review on the use of instrumental variable (IV) methods in oncology comparative effectiveness research. The main ...
This paper considers tests of the parameter on an endogenous variable in an instrumental variables regression model. The focus is on determining tests that have some optimal power properties. We start ...
Vol. 21, No. 1, RES CONFERENCE 2016: SPECIAL ISSUE ON MODEL SELECTION AND INFERENCE (2018), pp. 36-54 (19 pages) In this paper, I investigate the estimation of linear regression models with strictly ...
Economists develop economic models to explain consistently recurring relationships. Their models link one or more economic variables to other economic variables. For example, economists connect the ...
This course is compulsory on the BSc in Econometrics and Mathematical Economics, BSc in Economics and MSc in Economics (2 Year Programme). This course is not available as an outside option to students ...