Instrumental Variables Regression with Weak Instruments (Q4340688)

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scientific article; zbMATH DE number 1019851
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Instrumental Variables Regression with Weak Instruments
scientific article; zbMATH DE number 1019851

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    Instrumental Variables Regression with Weak Instruments (English)
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    10 June 1997
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    overidentification tests
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    endogeneity tests
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    single-equation instrumental variables regression
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    two-stage least squares
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    limited information maximum likelihood
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    Wald statistics
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    confidence regions
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