This paper considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical and numerical work shows that the conditional ...

As Nelson and Startz [Nelson, C.R., Startz, R., 1990a. The distribution of the instrumental variable estimator and its t ratio when the instrument is a poor one. Journal of Business 63, S125-S140; Nelson, C.R., Startz, R., ...

This paper applies classical exponential-family statistical theory to develop a unifying framework for testing structural parameters in the simultaneous equations model under the assumption of normal errors with known ...

Endogeneity is often present in discrete choice models, precluding the consistent estimation of the model parameters. To correct for this problem, the researcher needs to gather exogenous instrumental variables, which ...

Endogeneity is often present in discrete choice models, precluding the consistent estimation of the model parameters. To correct for this problem, the researcher needs to gather exogenous instrumental variables, which ...

In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests ...

This dissertation deals with the problem of making inference when there is weak identification in models of instrumental variables regression. More specifically we are interested in one-sided hypothesis testing for the ...

Instrumental texture analysis on extruded snacks is widely applied, however there is no scientific consensus about the test and probe types that can be correlated with the sensory texture of snacks. Eleven commercial ...

Instrumental texture analysis on extruded snacks is widely applied, however there is no scientific consensus about the test and probe types that can be correlated with the sensory texture of snacks. Eleven commercial ...

Endogeneity is often present in discrete choice models, precluding the consistent estimation of the model parameters. To correct for this problem, the researcher needs to gather exogenous instrumental variables, which ...