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bibliography.bib
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@article{stock2002survey,
title={A survey of weak instruments and weak identification in generalized method of moments},
author={Stock, James H and Wright, Jonathan H and Yogo, Motohiro},
journal={Journal of Business \& Economic Statistics},
volume={20},
number={4},
pages={518--529},
year={2002},
publisher={Taylor \& Francis}
}
@article{angrist1999jackknife,
title={Jackknife instrumental variables estimation},
author={Angrist, Joshua David and Imbens, Guido W and Krueger, Alan B},
journal={Journal of Applied Econometrics},
volume={14},
number={1},
pages={57--67},
year={1999},
publisher={Wiley Online Library}
}
@article{davidson2006case,
title={The case against JIVE},
author={Davidson, Russell and MacKinnon, James G},
journal={Journal of Applied Econometrics},
volume={21},
number={6},
pages={827--833},
year={2006},
publisher={Wiley Online Library}
}
@inbook{brucehansen2019,
title = "ECONOMETRICS",
booktitle = "ECONOMETRICS ",
author = "Bruce E. Hansen",
chapter = 11,
pages = "403--405",
year = 2019,
publisher = "University of Wisconsin Department of Economics"
}
@article{bun2011comparison,
title={A comparison of bias approximations for the two-stage least squares (2SLS) estimator},
author={Bun, Maurice JG and Windmeijer, Frank},
journal={Economics Letters},
volume={113},
number={1},
pages={76--79},
year={2011},
publisher={Elsevier}
}
@techreport{stock2002testing,
title={Testing for weak instruments in linear IV regression},
author={Stock, James H and Yogo, Motohiro},
year={2002},
institution={National Bureau of Economic Research}
}
@inbook{davidson2003econometric,
title = "Econometric theory and methods",
booktitle = "Econometric theory and methods ",
author = "Davidson, Russell and MacKinnon, James G and others",
chapter = 12,
pages = "535--540",
year = 203,
publisher = "Oxford University Press New York"
}
@article{anderson2010asymptotic,
title={On the asymptotic optimality of the LIML estimator with possibly many instruments},
author={Anderson, TW and Kunitomo, Naoto and Matsushita, Yukitoshi},
journal={Journal of Econometrics},
volume={157},
number={2},
pages={191--204},
year={2010},
publisher={Elsevier}
}
@article{kunitomo1987third,
title={A third order optimum property of the ML estimator in a linear functional relationship model and simultaneous equation system in econometrics},
author={Kunitomo, Naoto},
journal={Annals of the Institute of Statistical Mathematics},
volume={39},
number={3},
pages={575--591},
year={1987},
publisher={Springer}
}
@article{bound1995problems,
title={Problems with instrumental variables estimation when the correlation between the instruments and the endogenous explanatory variable is weak},
author={Bound, John and Jaeger, David A and Baker, Regina M},
journal={Journal of the American statistical association},
volume={90},
number={430},
pages={443--450},
year={1995},
publisher={Taylor \& Francis}
}
@article{angrist1991does,
title={Does compulsory school attendance affect schooling and earnings?},
author={Angrist, Joshua D and Krueger, Alan B},
journal={The Quarterly Journal of Economics},
volume={106},
number={4},
pages={979--1014},
year={1991},
publisher={MIT Press}
}
@article{nagar1959bias,
title={The bias and moment matrix of the general k-class estimators of the parameters in simultaneous equations},
author={Nagar, Anirudh L},
journal={Econometrica: Journal of the Econometric Society},
pages={575--595},
year={1959},
publisher={JSTOR}
}
@article{basmann1960asymptotic,
title={On the asymptotic distribution of generalized linear estimators},
author={Basmann, Robert L},
journal={Econometrica, Journal of the Econometric Society},
pages={97--107},
year={1960},
publisher={JSTOR}
}
@article{richardson1968exact,
title={The exact distribution of a structural coefficient estimator},
author={Richardson, David H},
journal={Journal of the American Statistical Association},
volume={63},
number={324},
pages={1214--1226},
year={1968},
publisher={Taylor \& Francis}
}
@article{maddala1992exact,
title={On the exact small sample distribution of the instrumental variable estimator},
author={Maddala, Gangadharrao S and Jeong, Jinook},
journal={Econometrica: Journal of the Econometric Society},
pages={181--183},
year={1992},
publisher={JSTOR}
}
@article{staiger1997stock,
title={Stock (1997). Instrumental Variables with Weak Instruments},
author={Staiger, Douglas and Stock, James},
journal={Econometrica},
volume={65},
number={3},
pages={557--586},
year={1997}
}
@article{angrist1995split,
title={Split-sample instrumental variables estimates of the return to schooling},
author={Angrist, Joshua D and Krueger, Alan B},
journal={Journal of Business \& Economic Statistics},
volume={13},
number={2},
pages={225--235},
year={1995},
publisher={Taylor \& Francis Group}
}
@article{fuller1977some,
title={Some properties of a modification of the limited information estimator},
author={Fuller, Wayne A},
journal={Econometrica: Journal of the Econometric Society},
pages={939--953},
year={1977},
publisher={JSTOR}
}
@article{donald2001choosing,
title={Choosing the number of instruments},
author={Donald, Stephen G and Newey, Whitney K},
journal={Econometrica},
volume={69},
number={5},
pages={1161--1191},
year={2001},
publisher={Wiley Online Library}
}
@article{blomquist1999small,
title={Small sample properties of LIML and jackknife IV estimators: experiments with weak instruments},
author={Blomquist, S{\"o}ren and Dahlberg, Matz},
journal={Journal of Applied Econometrics},
volume={14},
number={1},
pages={69--88},
year={1999},
publisher={Wiley Online Library}
}
@article{anderson1949estimation,
title={Estimation of the parameters of a single equation in a complete system of stochastic equations},
author={Anderson, Theodore W and Rubin, Herman and others},
journal={The Annals of Mathematical Statistics},
volume={20},
number={1},
pages={46--63},
year={1949},
publisher={Institute of Mathematical Statistics}
}
@article{rothenberg1984approximating,
title={Approximating the distributions of econometric estimators and test statistics},
author={Rothenberg, Thomas J},
journal={Handbook of econometrics},
volume={2},
pages={881--935},
year={1984},
publisher={Elsevier}
}
@article{buse1992bias,
title={The bias of instrumental variable estimators},
author={Buse, Adolf},
journal={Econometrica: Journal of the Econometric Society},
pages={173--180},
year={1992},
publisher={JSTOR}
}
@article{bekker1994alternative,
title={Alternative approximations to the distributions of instrumental variable estimators},
author={Bekker, Paul A},
journal={Econometrica: Journal of the Econometric Society},
pages={657--681},
year={1994},
publisher={JSTOR}
}
@article{sawa1969exact,
title={The exact sampling distribution of ordinary least squares and two-stage least squares estimators},
author={Sawa, Takamitsu},
journal={Journal of the American Statistical association},
volume={64},
number={327},
pages={923--937},
year={1969},
publisher={Taylor \& Francis}
}
@Misc{results,
author = {{Pischke}},
title = {Weak instruments},
howpublished = {\textsc{url:}~\url{http://econ.lse.ac.uk/staff/spischke/ec533/Weak\%20IV.pdf}},
month = {10},
year = {2018}
}