Efficient two-sample instrumental variable estimators with change points and near-weak identification

Keyphrases

• Instrumental Variable Estimation 100%
• New Keynesian Phillips Curve 100%
• Weak Identification 100%
• Two-sample Instrumental Variable 100%
• Inflation 50%
• Open Economy 50%
• Limiting Distribution 50%
• Monte Carlo Experiment 50%
• Finite Sample Properties 50%
• Time Variation 50%
• U.S. Data 50%
• Testing Procedures 50%
• Endogenous Regressors 50%
• Sample Splitting 50%
• GMM Estimation 50%
• Interest Changes 50%
• Weak Instruments 50%
• Time-varying Identification 50%
• Exchange Rate Pass-through 50%
• Incomplete Pass-through 50%

Mathematics

• Limiting Distribution 100%
• Linear Models 100%
• Regressors 100%
• Testing Procedure 100%
• Monte Carlo Method 100%

Economics, Econometrics and Finance

• Phillips Curve 100%
• Instrumental Variable Analysis 100%
• Inflation Rate 50%
• Exchange Rate Pass-through 50%
• United States of America 50%