Open AccessTesting for Weak Instruments in Linear IV Regression
Author(s) -
James H. Stock,
Motohiro Yogo
Publication year - 2002
Language(s) - English
Resource type - Reports
DOI - 10.3386/t0284
Subject(s) - test statistic , statistic , estimator , mathematics , wald test , statistics , econometrics , statistical hypothesis testing , linear regression , instrumental variable