Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

• 1 September 2002
• journal article
• Published by The Econometric Society in Econometrica
• Vol. 70  (5) , 1781-1803
• https://doi.org/10.1111/1468-0262.00353

Abstract

Keywords

• INSTRUMENTAL VARIABLES REGRESSION
• WEAK INSTRUMENTS
• PIVOTAL STATISTICS

All Related Versions

• Version 1, 2000-01-01, RePEc (Unconfirmed version)