The DOI matches its Crossref record.
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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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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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.
