The reduced form: A simple approach to inference with weak instruments

Victor Chernozhukov and Christian Hansen

Economics Letters, 2008, vol. 100, issue 1, pages 68-71

Abstract: In this paper, we show that conventional heteroskedasticity and autocorrelation robust inference procedures based on the reduced form provide tests and confidence intervals for structural parameters that are valid when instruments are strongly or weakly correlated to the endogenous variables.

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