Performance of conditional Wald tests in IV regression with weak instruments

This publication has 14 references indexed in Scilit:

• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
  Econometrica, 2006
• Inference with Weak Instruments
  Published by National Bureau of Economic Research ,2005
• Estimation with weak instruments: Accuracy of higher‐order bias and MSE approximations
  The Econometrics Journal, 2004
• Identification, weak instruments, and statistical inference in econometrics
  Canadian Journal of Economics/Revue canadienne d'économique, 2003
• A Conditional Likelihood Ratio Test for Structural Models
  Econometrica, 2003
• Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
  Econometrica, 2002
• Choosing the Number of Instruments
  Econometrica, 2001
• Some Properties of a Modification of the Limited Information Estimator
  Econometrica, 1977
• The Bias and Moment Matrix of the General k-Class Estimators of the Parameters in Simultaneous Equations
  Econometrica, 1959
• The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
  The Annals of Mathematical Statistics, 1950