A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables
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Other versions of this item:
- Sanderson, Eleanor & Windmeijer, Frank, 2016. "A weak instrument F-test in linear IV models with multiple endogenous variables," Journal of Econometrics, Elsevier, vol. 190(2), pages 212-221.
- 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, 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, 2014. "A Weak Instrument F-Test in Linear IV Models with Multiple Endogenous Variables," Bristol Economics Discussion Papers 14/644, School of Economics, University of Bristol, UK, revised 27 May 2015.
References listed on IDEAS
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- José Luis Montiel Olea & Carolin Pflueger, 2013. "A Robust Test for Weak Instruments," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 31(3), pages 358-369, July.
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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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