Testing for Weak Instruments in Linear IV Regression
收藏NBER2002-11-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0284
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资源简介：
Weak instruments can produce biased IV estimators and hypothesis tests with large size distortions. But what, precisely, are weak instruments, and how does one detect them in practice? This paper proposes quantitative definitions of weak instruments based on the maximum IV estimator bias, or the
提供机构：
美国国家经济研究局
创建时间：
2002-11-01
