The Robust F-Statistic as a Test for Weak Instruments
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- Windmeijer, Frank, 2025. "The robust F-statistic as a test for weak instruments," Journal of Econometrics, Elsevier, vol. 247(C).
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More about this item
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C26 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Instrumental Variables (IV) Estimation
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This paper has been announced in the following NEP Reports:- NEP-ECM-2023-10-09 (Econometrics)
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