A robust test for weak instruments with multiple endogenous regressors
Daniel J. Lewis and Karel Mertens
| Year of publication: |
June 2022
|
|---|---|
| Authors: | Lewis, Daniel J. ; Mertens, Karel |
| Publisher: |
Dallas : Federal Reserve Bank of Dallas, Research Department |
| Subject: | Instrumental Variables | Weak Instruments Test | Multiple Endogenous Regressors | Heteroskedasticity | Serial Correlation | IV-Schätzung | Instrumental variables | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Robustes Verfahren | Robust statistics |
freely available