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Weak instruments (in Russian)

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  • Adrian Pagan

    (Queensland University of Technology, Australia)

Abstract

This essay is a selective guide to the literature on weak instruments. We use simple models to illustrate the problems raised by weak instruments and the suggestions that have been made to solve them. Because the literature is one that is still developing we only briefly touch on some recent developments.

Suggested Citation

  • Adrian Pagan, 2007. "Weak instruments (in Russian)," Quantile, Quantile, issue 2, pages 71-81, March.
  • Handle: RePEc:qnt:quantl:y:2007:i:2:p:71-81
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    References listed on IDEAS

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    1. Mounter, Stuart W. & Griffith, Garry R. & Piggott, Roley R. & Mullen, John D., 2005. "The Payoff from Generic Advertising by the Australian Pig Industry: Further Results Relative to the Payoff from R&D," Australasian Agribusiness Review, University of Melbourne, Melbourne School of Land and Environment, vol. 13.
    2. Marcelo J. Moreira, 2003. "A Conditional Likelihood Ratio Test for Structural Models," Econometrica, Econometric Society, vol. 71(4), pages 1027-1048, July.
    3. Gaitanides, Michael & Stock, Ruth, 2005. "Geschäftsprozesse in Marketing & Vertrieb," Publications of Darmstadt Technical University, Institute for Business Studies (BWL) 60537, Darmstadt Technical University, Department of Business Administration, Economics and Law, Institute for Business Studies (BWL).
    4. Kocherlakota, Narayana R., 1990. "On tests of representative consumer asset pricing models," Journal of Monetary Economics, Elsevier, vol. 26(2), pages 285-304, October.
    5. Westad, Odd Arne, 1996. "Loans & Legitimacy: Evolution of Soviet-American Relations, 1919–1933. By Katherine Siegel · Lexington: University Press of Kentucky, 1996. x + 211 pp. Photographs, notes, bibliography, and index. $39," Business History Review, Cambridge University Press, vol. 70(04), pages 622-623, December.
    6. John Shea, 1997. "Instrument Relevance in Multivariate Linear Models: A Simple Measure," The Review of Economics and Statistics, MIT Press, vol. 79(2), pages 348-352, May.
    7. Frank Kleibergen, 2002. "Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression," Econometrica, Econometric Society, vol. 70(5), pages 1781-1803, September.
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