Poskitt, D. S.; Skeels, C. L. - In: Foundations and Trends(R) in Econometrics 6 (2013) 1, pp. 1-99
Here we present a selected survey in which we attempt to break down the ever burgeoning literature on inference in the presence of weak instruments into issues of estimation, hypothesis testing and confidence interval construction. Within this literature a variety of different approaches have...