Instrumental Variables Regression with Weak Instruments

DOI10.2307/2171753MaRDI QIDQ4340688zbMATH OpenOpenAlexFDO

Authors Douglas O. Staiger, James H. Stock

Publication date 10 June 1997

Published in Econometrica (Search for Journal in Brave)

Full work available at URL http://www.nber.org/papers/t0151.pdf

zbMATH Keywords

confidence regionsendogeneity testslimited information maximum likelihoodoveridentification testssingle-equation instrumental variables regressiontwo-stage least squaresWald statistics

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Applications of statistics to economics (62P20)

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