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

Bound, John, Jaeger, David A., Baker, Regina M.·1995·Journal of the American Statistical Association

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John Bound, David A. Jaeger, Regina M. Baker, Problems with Instrumental Variables Estimation When the Correlation Between the Instruments and the Endogeneous Explanatory Variable is Weak, Journal of the American Statistical Association, Vol. 90, No. 430 (Jun., 1995), pp. 443-450

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Authors: Bound, J., Jaeger, D. A., & Baker, R. M.
ORCID: Bound, John
Jaeger, David A.
Venue: Journal of the American Statistical Association
Publisher: JSTOR
Published: 1995-06
Volume: 90
Issue: 430
Pages: 443
ISSN: 0162-1459 (ISSN-L)
DOI: 10.2307/2291055
OpenAlex: W4238040836
Cited by: 1,018
References: 0
Citations by year: 2026: 7 · 2025: 15 · 2024: 18 · 2023: 25 · 2022: 22 · 2021: 19 · 2020: 31 · 2019: 34 · 2018: 34 · 2017: 39 · 2016: 43 · 2015: 31 · 2014: 39 · 2013: 24 · 2012: 42
FWCI: 7.08
Type: journal article
Language: en
Open access: closed
Locations: Journal of the American Statistical Association (publishedVersion)
Topics: Physical Sciences › Mathematics › Statistics and Probability › Advanced Causal Inference Techniques
Social Sciences › Economics, Econometrics and Finance › Economics and Econometrics › Spatial and Panel Data Analysis
Social Sciences › Economics, Econometrics and Finance › General Economics, Econometrics and Finance › Monetary Policy and Economic Impact
Keywords: instrumental variable estimation, weak instruments, endogeneity, estimation bias, finite sample properties

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

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