A weak instrument F-test in linear IV models with multiple endogenous variables
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Other versions of this item:
- Eleanor Sanderson & Frank Windmeijer, 2013. "A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables," The Centre for Market and Public Organisation 13/315, Department of Economics, University of Bristol, UK.
- Eleanor Sanderson & Frank Windmeijer, 2013. "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers CWP58/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Eleanor Sanderson & Frank Windmeijer, 2015. "A weak instrument F-test in linear IV models with multiple endogenous variables," CeMMAP working papers CWP31/15, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Eleanor Sanderson & Frank Windmeijer, 2014. "A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables," Bristol Economics Discussion Papers 14/644, Department of Economics, University of Bristol, UK, revised 27 May 2015.
References listed on IDEAS
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More about this item
KeywordsWeak instruments; Multiple endogenous variables; F-test;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C36 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Instrumental Variables (IV) Estimation
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