Instrumental Variables Regression with Weak Instruments

DOI10.2307/2171753zbMath0871.62101OpenAlexW2165144879MaRDI QIDQ4340688

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 regionsWald statisticstwo-stage least squareslimited information maximum likelihoodoveridentification testsendogeneity testssingle-equation instrumental variables regression

Mathematics Subject Classification ID

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

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