Publications & Papers by Anna Mikusheva

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American Economic Review
Econometrics

Weak Identification in Maximum Likelihood: A Question of Information

American Economic Review: Papers and Proceedings. 2014;104 (5) :195-199.
Isaiah Andrews, Anna Mikusheva
January 2014
Econometrics

Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models

Applied Econometrics, 29(1), pp. 116-131
Anna Mikusheva
December 2013
Econometrica

Sources

Supplementary Appendix
Econometrics

One-dimensional inference in autoregressive models with the potential presence of a unit root

Econometrica, 80(1), pp. 173-212
Anna Mikusheva
January 2012
Econometrics

Estimators for Persistent and Possibly Non-Stationary Data with Classical Properties

Econometric Theory, 28(5), pp. 1003-1036
Anna Mikusheva,Yuriy Gorodnichenko, Serena Ng
August 2011
Econometrics

Robust Confidence Sets in the Presence of Weak Instruments

Journal of Econometrics, 157, pp. 236-247
Anna Mikusheva
January 2010
Econometrics

Comment on invited paper by Kleibergen and Mavroeidis "Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve"

Journal of Business and Economic Statistics, 27(3), pp. 293-311
Anna Mikusheva
July 2009
Econometrica

Sources

Supplementary Appendix
Econometrics

Uniform Inference in Autoregressive Models

Econometrica, 75(5), pp. 1411-1452
Anna Mikusheva
October 2007
Econometrics

Tests and Confidence Sets with Correct Size in the Simultaneous Equations Model with Potentially Weak Instruments

The Stata Journal, 6(3), pp. 335-347
Anna Mikusheva, Brian Poi
December 2006
Econometrics

GMM is Inadmissible Under Bounded Identification Strength

Isaiah Andrews, Anna Mikusheva