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Journal of Econometrics

Volumn 190, Issue 2, 2016, Pages 212-221

A weak instrument F-test in linear IV models with multiple endogenous variables

(2) Sanderson, Eleanor a Windmeijer, Frank a,b

a UNIVERSITY OF BRISTOL (United Kingdom)

b and Rationality Norwegian School of Economics (United Kingdom)

Author keywords

F test; Weak instrumentsMultiple endogenous variables

Indexed keywords

EIGENVALUES AND EIGENFUNCTIONS; INSTRUMENT TESTING; MATRIX ALGEBRA; STATISTICAL TESTS;

ASYMPTOTIC DISTRIBUTIONS; FORM PARAMETERS; MINIMUM EIGENVALUE; MULTIPLE ENDOGENOUS VARIABLES; RANK REDUCTION; SIZE DISTORTIONS; TWO-VARIABLE MODEL; WEAK INSTRUMENTS;

STATISTICS;

EID: 84952981933 PISSN: 03044076 EISSN: 18726895 Source Type: Journal
DOI: 10.1016/j.jeconom.2015.06.004 Document Type: Article

Times cited : (573)

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