Weak Instruments: An Overview and New Techniques
North American Stata Users' Group Meetings 2006 from Stata Users Group
I review existing literature on weak instruments (possibly with multiple endogenous variables), and the research in progress by Jim Stock and others. I demonstrate the use of tests for weak instruments, and present a new graphical technique for presenting coefficient estimates that allows for hypothesis testing (using Anderson-Rubin-style test statistics) in the presence of weak instruments.
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Persistent link: https://EconPapers.repec.org/RePEc:boc:asug06:3
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