Structural inference from reduced forms with many instruments

This paper develops exact finite sample and asymptotic distributions for structural equation tests based on partially restricted reduced form estimates. Particular attention is given to models with large numbers of instruments, wherein the use of partially restricted reduced form estimates is shown...

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Bibliographic Details
Main Authors: PHILLIPS, Peter C. B., GAO, Wayne Yuan
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2017
Subjects:
Online Access:https://ink.library.smu.edu.sg/soe_research/2081
https://ink.library.smu.edu.sg/context/soe_research/article/3081/viewcontent/1_s20_S0304407617300659_main.pdf
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Institution: Singapore Management University
Language: English