Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
Frank Kleibergen
Journal of Econometrics, 2007, vol. 139, issue 1, 181-216
Date: 2007
References: View references in EconPapers View complete reference list from CitEc
Citations: View citations in EconPapers (52)
Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S0304-4076(06)00108-4
Full text for ScienceDirect subscribers only
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: https://EconPapers.repec.org/RePEc:eee:econom:v:139:y:2007:i:1:p:181-216
Access Statistics for this article
Journal of Econometrics is currently edited by T. Amemiya, A. R. Gallant, J. F. Geweke, C. Hsiao and P. M. Robinson
More articles in Journal of Econometrics from Elsevier
Bibliographic data for series maintained by Catherine Liu ().