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Testing Identifiability and Specification in Instrumental Variable Models
Abstract
The paper develops and explores tests, based on standard moment specifications, for the identifiability of parameters apparently estimable by instrumental variables. An asymptotic expansion under standard restrictive assumptions on the error distribution suggests a correction to the asymptotic distribution. A small sampling experiment indicates that the tests are of use.
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Citations
Cited by
Testing for Weak Instruments in Linear IV Regression
Stock, J., & Yogo, M. (2002) · doi:10.3386/t0284 · Cited by 1,842
Bias due to participant overlap in two‐sample Mendelian randomization
Burgess, S., Davies, N. M., & Thompson, S. G. (2016) · Genetic Epidemiology · doi:10.1002/gepi.21998 · Cited by 1,624
Using multiple genetic variants as instrumental variables for modifiable risk factors
Palmer, T. M., Lawlor, D. A., Harbord, R. M., Sheehan, N. A., Tobias, J. H., Timpson, N. J., Smith, G. D., & Sterne, J. A. (2012) · Statistical Methods in Medical Research · doi:10.1177/0962280210394459 · Cited by 1,289
Multivariable Mendelian Randomization and Mediation
Sanderson, E. (2021) · Cold Spring Harbor Perspectives in Medicine · doi:10.1101/cshperspect.a038984 · Cited by 827
Blunt Instruments: Avoiding Common Pitfalls in Identifying the Causes of Economic Growth
Bazzi, S., & Clemens, M. A. (2013) · American Economic Journal: Macroeconomics · doi:10.1257/mac.5.2.152 · Cited by 640
Metadata
- Authors
- Cragg, J. G., & Donald, S. G.
- Venue
- Econometric Theory
- Publisher
- Cambridge University Press (CUP)
- Published
- 1993-04
- Volume
- 9
- Issue
- 2
- Pages
- 222-240
- ISSN
- 0266-4666 (ISSN-L)
- 1469-4360
- OpenAlex
- W2082154278
- Cited by
- 1,412
- References
- 0
- FWCI
- 2.78
- Type
- journal article
- Language
- en
- Open access
- closed
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Cite CoChat for the checks on this page, and the paper for its own findings.
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- CoChat. (2026). Citation check: Testing Identifiability and Specification in Instrumental Variable Models. https://app.cochat.ai/papers/10.1017/s0266466600007519
- The paper
- Cragg, J. G., & Donald, S. G. (1993). Testing Identifiability and Specification in Instrumental Variable Models. Econometric Theory. https://doi.org/10.1017/s0266466600007519
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
