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Weak instruments: An overview and new techniques

Weak Instruments References Overview Diagnostics Testing Parameters AR Confidence Sets New Research Weak Instruments I Consider again the basic model y = Yβ +Xγ +u Y = ZΠ+XΦ+V where y is the dependent variable of interest, Y is an N ×T matrix of endogenous variables, Z is a matrix of K 2 excluded instruments and X is a matrix of K 1 ...

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