Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10011696552
We study the finite-sample properties of tests for overidentifying restrictions in linear regression models with a single endogenous regressor and weak instruments. Under the assumption of Gaussian disturbances, we derive expressions for a variety of test statistics as functions of eight...
Persistent link: https://www.econbiz.de/10011755304