Browsing Faculté des arts et des sciences – Département de sciences économiques - Travaux et publications by Subject "[JEL:C23] Mathematical and Quantitative Methods - Econometric Methods: Single Equation Models; Single Variables - Models with Panel Data"
Now showing items 1-1 of 1
-
Semi-Parametric Weak Instrument Regressions with an Application to the Risk-Return Trade-off
(Université de Montréal. Département de sciences économiques., 1999)Recent work shows that a low correlation between the instruments and the included variables leads to serious inference problems. We extend the local-to-zero analysis of models with weak instruments to models with estimated instruments and regressors ...