Guggenberger, Patrik; Kleibergen, Frank; Mavroeidis, … - In: Quantitative economics : QE ; journal of the … 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 the number of parameters not under test,...
