A Robust Test for Weak Instruments

DOI10.1080/00401706.2013.806694MaRDI QIDQ6666933zbMATH OpenFDO

Authors José Luis Montiel Olea, Carolin Pflüger

Publication date 20 January 2025

Published in Journal of Business and Economic Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00401706.2013.806694

Mathematics Subject Classification ID

Robustness and adaptive procedures (parametric inference) (62F35) Hypothesis testing in multivariate analysis (62H15) Linear regression; mixed models (62J05)

Cited in

(16)

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• Identifying the elasticity of substitution with biased technical change: a structural panel GMM estimator
• History's masters the effect of European monarchs on state performance
• Peak-hour road congestion pricing: experimental evidence and equilibrium implications
• The role of endogeneity in the relationship between board gender diversity and corporate social performance: evidence from a control function method
• Weak identification in discrete choice models
• The robust F-statistic as a test for weak instruments
• Productive robots and industrial employment: the role of national innovation systems
• Relaxing the exclusion restriction in shift-share instrumental variable estimation
• The effect of past successes on the probability of a current success: evidence from a natural experiment
• Diversification, market entry, and the global internet backbone
• A robust test for weak instruments for 2SLS with multiple endogenous regressors
• Detecting weak identification by bootstrap

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