Measuring instrument relevance in the single endogenous regressor-multiple instrument case: A simplifying procedure

Economics Letters

Volumn 74, Issue 3, 2002, Pages 321-325

  Davis, George C ^a   Kim, Sung Yong ^a  

^a TEXAS A AND M UNIVERSITY   (United States)

Author keywords

Instrument relevance; Instrumental variables

Indexed keywords

EID: 0036019654     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0165-1765(01)00559-6     Document Type: Article

References (12)

1. The Practice of Econometrics: Classic and Contemporary
2. Problems with instrumental variables estimation when the correlation between the instruments and the endogenous explanatory variable is weak
3. Instrumental Variables
4. The bias of instrumental variables estimators
5. Instrument relevance in multivariate linear models
6. Judging instrument relevance in instrumental variables estimation
7. The distribution of the instrumental variables estimator and its t-ratio when the instrument is a poor one
8. Some further results on the exact small sample properties of the instrumental variables estimator
9. Partially identified econometric models
10. Instrument relevance in multivariate linear models: A simple measure
11. Instrumental variables regression with weak
12. Inference on structural parameters in instrumental variables regressions with weak instruments