On the instrument functional form with a binary endogenous explanatory variable

DOI10.1016/j.econlet.2021.109993zbMath1473.62245OpenAlexW3182594434MaRDI QIDQ1984492

Ruonan Xu

Publication date: 16 September 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109993

zbMATH Keywords

weak instrumentsheteroskedasticitytwo-stage least squaresF statisticfitted probit probability

Mathematics Subject Classification ID

Functional data analysis (62R10) Linear regression; mixed models (62J05)

Cites Work

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• Sufficient Conditions for the Consistency of Maximum Likelihood Estimation Despite Misspecification of Distribution in Multinomial Discrete Choice Models
• Instrumental Variables Regression with Weak Instruments
• TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS

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