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Cited by 4,274

The DOI matches its Crossref record; 3 of the 3 references it cites were found in a registry or an index.

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

Stock, James H, Wright, Jonathan H, Yogo, Motohiro·2002·Journal of Business & Economic Statistics
DOI 10.1198/073500102288618658
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Abstract

Weak instruments arise when the instruments in linear instrumental variables (IV) regression are weakly correlated with the included endogenous variables. In generalized method of moments (GMM), more generally, weak instruments correspond to weak identification of some or all of the unknown parameters. Weak identification leads to GMM statistics with nonnormal distributions, even in large samples, so that conventional IV or GMM inferences are misleading. Fortunately, various procedures are now available for detecting and handling weak instruments in the linear IV model and, to a lesser degree, in nonlinear GMM.

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Metadata

Authors
Stock, J. H., Wright, J. H., & Yogo, M.
Venue
Journal of Business & Economic Statistics
Publisher
Informa UK Limited
Published
2002-10
Volume
20
Issue
4
Pages
518-529
ISSN
  • 0735-0015 (ISSN-L)
  • 1537-2707
DOI
10.1198/073500102288618658
OpenAlex
W2083485815
Cited by
4,274
References
3
FWCI
45.35
Type
journal article
Language
en
Open access
closed

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Bibliographic data: Semantic Scholar, OpenAlex, Crossref.

Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).

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