Inference of a Structural Parameter in Intrumental Variables Regression with weak Instruments.

In this paper we consider the problem of making inference on a structural parameter in instrumental variables regression when the instruments are only weakly correlated with the endogenous explanatory variables.

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Year of publication:	1996
Authors:	Wang, J. ; Zivot, E.
Institutions:	Department of Economics, University of Washington
Subject:	INSTRUMENTAL VARIABLES \| REGRESSION ANALYSIS

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Series:	Working Papers.
Type of publication:	Book / Working Paper
Notes:	27 pages
Classification:	C22 - Time-Series Models ; C23 - Models with Panel Data
Source:	RePEc - Research Papers in Economics

Persistent link: https://ebvufind01.dmz1.zbw.eu/10005432258