Econometrica, 2004, 70(5), 1781-1803.

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Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

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Author Info
Frank Kleibergen () (University of Amsterdam)

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Abstract

This discussion paper has resulted in a publication in Econometrica, 2004, 70(5), 1781-1803.

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Paper provided by Tinbergen Institute in its series Tinbergen Institute Discussion Papers with number 00-055/4.

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Date of creation: 05 Jul 2000
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Handle: RePEc:dgr:uvatin:20000055

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Keywords: instrumental variables regression weak instruments pivotal statistics

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