Weak instruments, first-stage heteroskedasticity and the robust F-test
Frank Windmeijer
| Year of publication: |
[2019]
|
|---|---|
| Authors: | Windmeijer, Frank |
| Publisher: |
Bristol, United Kingdom : Department of Economics, University of Bristol |
| Subject: | weak instruments | heteroskedasticity | F-test | Stock-Yogo critical values | Heteroskedastizität | Heteroscedasticity | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Statistischer Test | Statistical test |
freely available
| Extent: | 1 Online-Ressource (circa 22 Seiten) Illustrationen |
|---|---|
| Series: | Discussion paper / University of Bristol, Department of Economics. - Bristol : [Verlag nicht ermittelbar], ZDB-ID 2206166-6. - Vol. 19, 708 (February 2019) |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011979323