Testing Identifiability and Specification in Instrumental Variable Models

B-Tier
Journal: Econometric Theory
Year: 1993
Volume: 9
Issue: 2
Pages: 222-240

Authors (2)

Score contribution per author:

1.009 = (α=2.02 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:cup:etheor:v:9:y:1993:i:02:p:222-240_00
Journal Field
Econometrics
Author Count
2
Added to Database
2026-01-25