On the relevance of weaker instruments

DOI10.1080/07474938.2017.1307598OpenAlexW2602810000MaRDI QIDQ5864655

Eric Renault, Bertille Antoine

Publication date: 8 June 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: http://www.sfu.ca/econ-research/RePEc/sfu/sfudps/dp14-04.pdf

zbMATH Keywords

local misspecificationredundancyGMM\(J\)-testweak IV

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites Work

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