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Performance of conditional Wald tests in IV regression with weak instruments

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Author Info
Andrews, Donald W.K.
Moreira, Marcelo J.
Stock, James H.

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File URL: http://www.sciencedirect.com/science/article/B6VC0-4KM4717-1/2/a124ed7e9c98670929b2fd5a0de66a5d
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Article provided by Elsevier in its journal Journal of Econometrics.

Volume (Year): 139 (2007)
Issue (Month): 1 (July)
Pages: 116-132
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Handle: RePEc:eee:econom:v:139:y:2007:i:1:p:116-132

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Web page: http://www.elsevier.com/locate/jeconom

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