Testing with many weak instruments

Author:

Andrews Donald W.K.,Stock James H.

Publisher

Elsevier BV

Subject

Applied Mathematics,Economics and Econometrics

Reference28 articles.

1. Estimation of linear functional relationships: approximate distributions and connections with simultaneous equations in econometrics;Anderson;Journal of the Royal Statistical Society, Series B,1976

2. Estimators of the parameters of a single equation in a complete set of stochastic equations;Anderson;Annals of Mathematical Statistics,1949

3. Anderson, T.W., Kunitomo, N., Matsushita, Y., 2005. A new light from old wisdoms: alternative estimation methods of simultaneous equations and microeconometric models. Unpublished Manuscript, Graduate School of Economics, University of Tokyo.

4. Andrews, D.W.K., J.H. Stock, 2005. Inference with weak instruments. Cowles Foundation Discussion Paper No. 1530, Yale University.

5. Andrews, D.W.K., Stock, J.H., 2006. Inference with weak instruments. In: Blundell, R., Newey, W.K., Persson, T. (Eds.), Advances in Economics and Econometrics, Theory and Applications: Ninth World Congress of the Econometric Society. Cambridge University Press, Cambridge, UK, forthcoming.

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