Matches in SemOpenAlex for { <https://semopenalex.org/work/W1880248891> ?p ?o ?g. }
Showing items 1 to 89 of
89
with 100 items per page.
- W1880248891 abstract "Robust methods for IV inference have received considerable attention recently. Their analysis has raised a variety of problematic issues such as size/power trade-offs resulting from weak or many instruments. We show that information-reduction methods provide a useful and practical solution to this and related problems. Formally, we propose factor-based modifications to three popular weak-instrument-robust statistics, and illustrate their validity asymptotically and in finite samples. Results are derived using asymptotic settings that are commonly used in both the factor and weak instrument literatures. For the Anderson-Rubin statistic, we also provide analytical finite sample results that do not require any underlying factor structure. An illustrative Monte Carlo study reveals the following. Factor based tests control size regardless of instruments and factor quality. All factor based tests are systematically more powerful than standard counterparts. With informative instruments and in contrast with standard tests: (i) power of factor-based tests is not affected by k even when large, and (ii) weak factor structure does not cost power. An empirical study on a New Keynesian macroeconomic model suggests that our factor-based methods can bridge a number of gaps between structural and statistical modeling." @default.
- W1880248891 created "2016-06-24" @default.
- W1880248891 creator A5065544496 @default.
- W1880248891 creator A5065764571 @default.
- W1880248891 creator A5079110230 @default.
- W1880248891 date "2015-02-01" @default.
- W1880248891 modified "2023-09-23" @default.
- W1880248891 title "Factor Based Identification-Robust Inference in IV Regressions" @default.
- W1880248891 cites W2053409600 @default.
- W1880248891 cites W2085288460 @default.
- W1880248891 cites W2125684344 @default.
- W1880248891 cites W2127368390 @default.
- W1880248891 cites W2147644661 @default.
- W1880248891 cites W2154216047 @default.
- W1880248891 cites W2159771005 @default.
- W1880248891 cites W2165144879 @default.
- W1880248891 cites W2167105647 @default.
- W1880248891 cites W2496601513 @default.
- W1880248891 cites W2742166125 @default.
- W1880248891 cites W3123907764 @default.
- W1880248891 cites W3125001418 @default.
- W1880248891 hasPublicationYear "2015" @default.
- W1880248891 type Work @default.
- W1880248891 sameAs 1880248891 @default.
- W1880248891 citedByCount "1" @default.
- W1880248891 countsByYear W18802488912014 @default.
- W1880248891 crossrefType "posted-content" @default.
- W1880248891 hasAuthorship W1880248891A5065544496 @default.
- W1880248891 hasAuthorship W1880248891A5065764571 @default.
- W1880248891 hasAuthorship W1880248891A5079110230 @default.
- W1880248891 hasConcept C105795698 @default.
- W1880248891 hasConcept C10879293 @default.
- W1880248891 hasConcept C116834253 @default.
- W1880248891 hasConcept C129848803 @default.
- W1880248891 hasConcept C149782125 @default.
- W1880248891 hasConcept C154945302 @default.
- W1880248891 hasConcept C169857963 @default.
- W1880248891 hasConcept C19499675 @default.
- W1880248891 hasConcept C2776214188 @default.
- W1880248891 hasConcept C2776502983 @default.
- W1880248891 hasConcept C33923547 @default.
- W1880248891 hasConcept C41008148 @default.
- W1880248891 hasConcept C59822182 @default.
- W1880248891 hasConcept C86803240 @default.
- W1880248891 hasConcept C87007009 @default.
- W1880248891 hasConcept C89128539 @default.
- W1880248891 hasConceptScore W1880248891C105795698 @default.
- W1880248891 hasConceptScore W1880248891C10879293 @default.
- W1880248891 hasConceptScore W1880248891C116834253 @default.
- W1880248891 hasConceptScore W1880248891C129848803 @default.
- W1880248891 hasConceptScore W1880248891C149782125 @default.
- W1880248891 hasConceptScore W1880248891C154945302 @default.
- W1880248891 hasConceptScore W1880248891C169857963 @default.
- W1880248891 hasConceptScore W1880248891C19499675 @default.
- W1880248891 hasConceptScore W1880248891C2776214188 @default.
- W1880248891 hasConceptScore W1880248891C2776502983 @default.
- W1880248891 hasConceptScore W1880248891C33923547 @default.
- W1880248891 hasConceptScore W1880248891C41008148 @default.
- W1880248891 hasConceptScore W1880248891C59822182 @default.
- W1880248891 hasConceptScore W1880248891C86803240 @default.
- W1880248891 hasConceptScore W1880248891C87007009 @default.
- W1880248891 hasConceptScore W1880248891C89128539 @default.
- W1880248891 hasLocation W18802488911 @default.
- W1880248891 hasOpenAccess W1880248891 @default.
- W1880248891 hasPrimaryLocation W18802488911 @default.
- W1880248891 hasRelatedWork W1489597502 @default.
- W1880248891 hasRelatedWork W1579874060 @default.
- W1880248891 hasRelatedWork W2021688446 @default.
- W1880248891 hasRelatedWork W2027370426 @default.
- W1880248891 hasRelatedWork W2052018904 @default.
- W1880248891 hasRelatedWork W2056995463 @default.
- W1880248891 hasRelatedWork W2102765876 @default.
- W1880248891 hasRelatedWork W2116562082 @default.
- W1880248891 hasRelatedWork W2136996515 @default.
- W1880248891 hasRelatedWork W2260087531 @default.
- W1880248891 hasRelatedWork W2565427983 @default.
- W1880248891 hasRelatedWork W2593997270 @default.
- W1880248891 hasRelatedWork W2596036470 @default.
- W1880248891 hasRelatedWork W2951303341 @default.
- W1880248891 hasRelatedWork W3035808908 @default.
- W1880248891 hasRelatedWork W3124206308 @default.
- W1880248891 hasRelatedWork W3124803074 @default.
- W1880248891 hasRelatedWork W3146322145 @default.
- W1880248891 hasRelatedWork W3147108562 @default.
- W1880248891 hasRelatedWork W3154600851 @default.
- W1880248891 isParatext "false" @default.
- W1880248891 isRetracted "false" @default.
- W1880248891 magId "1880248891" @default.
- W1880248891 workType "article" @default.