Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Quantitative Economics 10 (2019) 2, pp. 487-526
We study subvector inference in the linear instrumental variables model assuming homoskedasticity but allowing for weak … instruments. The subvector Anderson and Rubin (1949) test that uses chi square critical values with degrees of freedom reduced by …