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A weak instrument [Formula: see text]-test in linear IV models with multiple endogenous variables()
We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and Yogo (2005), who considered a weak instruments problem where the rank of the matrix of reduced form parameters is near zero, here we consider a weak instruments problem of a near rank reduction o...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
North-Holland Pub. Co.]
2016
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC5669336/ https://www.ncbi.nlm.nih.gov/pubmed/29129953 http://dx.doi.org/10.1016/j.jeconom.2015.06.004 |