Title of article
Measuring instrument relevance in the single endogenous regressor–multiple instrument case: a simplifying procedure
Author/Authors
George C. Davis and C. Richard Shumway، نويسنده , , Sung-Yong Kim، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2002
Pages
5
From page
321
To page
325
Abstract
In the common situation of a single endogenous regressor with multiple instruments, the eigenvalues needed for the likelihood ratio test of instrument relevance and the partial R2 are both demonstrated to be easily obtained from a single auxiliary regression
Keywords
Instrumental variables , Instrument relevance
Journal title
Economics Letters
Serial Year
2002
Journal title
Economics Letters
Record number
434880
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