Pflueger, Carolin E.; Wang, Su - In: Stata Journal 15 (2015) 1, pp. 216-225
We introduce a routine, weakivtest, that implements the test for weak instruments by Montiel Olea and Pflueger (2013 … homoskedastic and serially uncorrelated. It extends the Stock and Yogo (2005, Testing for weak instruments in linear IV regression …