Article ID Journal Published Year Pages File Type
5061920 Economics Letters 2008 4 Pages PDF
Abstract

In this paper, we show that conventional heteroskedasticity and autocorrelation robust inference procedures based on the reduced form provide tests and confidence intervals for structural parameters that are valid when instruments are strongly or weakly correlated to the endogenous variables.

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Related Topics
Social Sciences and Humanities Economics, Econometrics and Finance Economics and Econometrics
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The reduced form: A simple approach to inference with weak instruments
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