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- W2002799970 abstract "Abstract We develop a testing procedure that is robust to identification quality in an instrumental quantile model. In order to reduce the computational burden, a multi-step approach is taken, and a two-step Anderson–Rubin (AR) statistic is considered. We then propose an orthogonal decomposition of the AR statistic, where the null distribution of each component does not depend on the assumption of a full rank of the Jacobian. Power experiments are conducted, and inferences on returns to schooling using the Angrist and Krueger data are considered as an empirical example." @default.
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- W2002799970 date "2008-05-01" @default.
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- W2002799970 title "Weak identification robust tests in an instrumental quantile model" @default.
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