On the relevance of weaker instruments
Year of publication: |
2017
|
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Authors: | Antoine, Bertille ; Renault, Eric |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 36.2017, 6/9, p. 928-945
|
Subject: | GMM | J-test | local misspecification | redundancy | weak IV | Momentenmethode | Method of moments | Modellierung | Scientific modelling | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory |
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