Weak instruments in instrumental variables regression : theory and practice
Year of publication: |
2019
|
---|---|
Authors: | Andrews, Isaiah ; Stock, James H. ; Sun, Liyang |
Published in: |
Annual review of economics. - Palo Alto, Calif. : Annual Reviews, ISSN 1941-1383, ZDB-ID 2525440-6. - Vol. 11.2019, p. 727-753
|
Subject: | weak instruments | heteroskedasticity | F-statistic | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory | Heteroskedastizität | Heteroscedasticity |
-
Weak instruments, first-stage heteroskedasticity and the robust F-test
Windmeijer, Frank, (2019)
-
Carrasco, Marine, (2022)
-
Testing overidentifying restrictions with many instruments and heteroskedasticity
Chao, John C., (2014)
- More ...
-
Weak Instruments in Instrumental Variables Regression : Theory and Practice
Andrews, Isaiah, (2019)
-
Using multiple outcomes to improve synthetic control method
Sun, Liyang, (2023)
-
Armstrong, Timothy B., (2024)
- More ...