Keyword

weak instruments

Description: Weak instruments are instrumental variables that provide little predictive information about endogenous regressors in econometric models.

Primary topic: Advanced Causal Inference Techniques (55%)

OpenAlex ID: keywords/weak-instruments

Instrumental Variables Regression with Weak Instruments

1997 · Douglas Staiger, James H. Stock · Econometrica · 7,295

Testing for Weak Instruments in Linear IV Regression

2005 · James H. Stock, Motohiro Yogo · Cambridge University Press eBooks · 7,188

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Instrumental Variables Regression with Weak Instruments

1994 · Douglas Staiger, James Stock · National Bureau of Economic Research · 5,109

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A Note on the Theme of Too Many Instruments *

2009 · David Roodman · Oxford Bulletin of Economics and Statistics · 5,099

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A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments

2002 · James H Stock, Jonathan H Wright, et al. · Journal of Business and Economic Statistics · 4,280

Problems with Instrumental Variables Estimation when the Correlation between the Instruments and the Endogenous Explanatory Variable is Weak

1995 · John Bound, David A. Jaeger, et al. · Journal of the American Statistical Association · 3,633

Testing for Weak Instruments in Linear IV Regression

2002 · James Stock, Motohiro Yogo · National Bureau of Economic Research · 1,837

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A review of instrumental variable estimators for Mendelian randomization

2015 · Stephen Burgess, Dylan S Small, et al. · Statistical Methods in Medical Research · 1,767

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Efficient Design for Mendelian Randomization Studies: Subsample and 2-Sample Instrumental Variable Estimators

2013 · B. L. Pierce, S. Burgess · American Journal of Epidemiology · 1,385

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Using multiple genetic variants as instrumental variables for modifiable risk factors

2011 · Tom M Palmer, Debbie A Lawlor, et al. · Statistical Methods in Medical Research · 1,287

Enhanced Routines for Instrumental Variables/Generalized Method of Moments Estimation and Testing

2007 · Christopher F. Baum, Mark E. Schaffer, et al. · The Stata Journal Promoting communications on statistics and Stata · 1,273

GMM Estimation of Empirical Growth Models

2001 · Stephen R. Bond, Anke Hoeffler, et al. · Oxford University Research Archive (ORA) (University of Oxford) · 1,204

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Combining information on multiple instrumental variables in Mendelian randomization: comparison of allele score and summarized data methods

2015 · Stephen Burgess, Frank Dudbridge, et al. · Statistics in Medicine · 1,148

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A Robust Test for Weak Instruments

2013 · José Luis Montiel Olea, Carolin Pflueger · Journal of Business and Economic Statistics · 1,119

Avoiding Invalid Instruments and Coping with Weak Instruments

2006 · Michael P Murray · The Journal of Economic Perspectives · 1,092

Problems with Instrumental Variables Estimation When the Correlation Between the Instruments and the Endogeneous Explanatory Variable is Weak

1995 · John Bound, David A. Jaeger, et al. · Journal of the American Statistical Association · 1,017

Improving the accuracy of two-sample summary-data Mendelian randomization: moving beyond the NOME assumption

2018 · Jack Bowden, Fabiola Del Greco M, et al. · International Journal of Epidemiology · 987

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Fast and wild: Bootstrap inference in Stata using boottest

2019 · David Roodman, Morten Ørregaard Nielsen, et al. · The Stata Journal Promoting communications on statistics and Stata · 981

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Weak Instruments in Instrumental Variables Regression: Theory and Practice

2019 · Isaiah Andrews, James H. Stock, et al. · Annual Review of Economics · 844

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GMM Estimation of Empirical Growth Models

2001 · Temple, JRW, Bond, S, et al. · Bristol Research (University of Bristol) · 835

A Conditional Likelihood Ratio Test for Structural Models

2003 · Marcelo J. Moreira · Econometrica · 780

A weak instrument F -test in linear IV models with multiple endogenous variables

2015 · Eleanor Sanderson, Frank Windmeijer · Journal of Econometrics · 729

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Identification and Inference for Econometric Models

2005 · Cambridge University Press eBooks · 728

Public debt and economic growth: Is there a causal effect?

2014 · Ugo Panizza, Andrea F. Presbitero · Journal of Macroeconomics · 630

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The perils of peer effects

2014 · Joshua D. Angrist · Labour Economics · 613

Works count: 1,214

Citation count: 75,050