Implementing Weak Instrument Robust Tests for a General Class of Instrumental Variables Models
Year of publication: |
2009-01
|
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Authors: | Finlay, Keith ; Magnusson, Leandro M. |
Institutions: | Department of Economics, Tulane University |
Subject: | ivtest | ivregress | ivprobit | ivtobit | condivreg | ivreg2 | weak instruments | endogenous Tobit | endogenous probit | two-stage least squares | hypothesis testing | confidence intervals |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Number 0901 22 pages |
Classification: | C12 - Hypothesis Testing ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General ; C31 - Cross-Sectional Models; Spatial Models ; C34 - Truncated and Censored Models ; C35 - Discrete Regression and Qualitative Choice Models |
Source: |
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Implementing weak-instrument robust tests for a general class of instrumental-variables models
Finlay, Keith, (2009)
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