Weak Instruments: A Guide to the Literature

Adrian Rodney Pagan

No 13, NCER Working Paper Series from National Centre for Econometric Research

Abstract: Weak instruments have become an issue in many contexts in which econometric methods have been used. Some progress has been made into how one diagnoses the problem and how one makes an allowance for it. The present paper gives a partial survey of this literature, focussing upon some of the major contributions and trying to provide a relatively simple exposition of the proposed solutions.

New Economics Papers: this item is included in nep-cba and nep-ecm
Date: 2007-03-03
View list of references

Downloads: (external link)
http://www.ncer.edu.au/papers/documents/WpNo13Apr07.pdf (application/pdf)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:qut:auncer:2007-7

Access Statistics for this paper

More papers in NCER Working Paper Series from National Centre for Econometric Research
Contact information at EDIRC.
Series data maintained by School of Economics and Finance ().