Inference on structural parameters in instrumental variables regression with weak instruments

Econometrica

Volumn 66, Issue 6, 1998, Pages 1389-1404

  Wang, Jiahui ^a   Zivot, Eric ^b  

^a Parametric Technology Corporation   (United States)

^b UNIVERSITY OF WASHINGTON   (United States)

Author keywords

Asymptotic distribution; Generalized method of moments; Instrumental variables; Lagrange multiplier test; Likelihood ratio test; Limited information maximum likelihood; Weak instruments

Indexed keywords

EID: 0001436154     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.2307/2999621     Document Type: Article

References (14)

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