We present a minimum distance approach for conducting hypothesis testing in the presence of potentially weak instruments. Under this approach, we propose size correct tests for limited dependent variable models with endogenous explanatory variables such as endogenous Tobit and probit models....

This paper presents tests for the structural parameters of a censored regression model with endogenous explanatory variables. These tests have the correct size even when the identification condition for the structural parameter is invalid. My approach starts from the estimation of the...