We consider testing for weak instruments in a model with multiple endogenous variables.
Unlike Stock and Yogo (2005), who considered a weak instruments problem where the rank …

We develop a test for weak instruments in linear instrumental variables regression that is
robust to heteroscedasticity, autocorrelation, and clustering. Our test statistic is a scaled …

We study the effect of civil conflict on social capital, focusing on Uganda's experience during
the last decade. Using individual and county-level data, we document large causal effects …

Concern has intensified in recent years that many instrumental variables used in widely-
cited growth regressions may be invalid, weak, or both. Attempts to remedy this general …

This paper develops the links between overidentification tests, underidentification tests,
score tests and the Cragg and Donald (1993, 1997) and Kleibergen and Paap (2006) rank …

We study a major new entry in the French mobile telecommunications market, followed by
the introduction of fighting brands by the three incumbents. Using an empirical oligopoly …

Objectives To investigate whether physicians' prescribing preferences were valid
instrumental variables for the antidepressant prescriptions they issued to their patients …

In the last two decades more than 120 countries have adopted a multiyear budget process
(Medium-Term Framework, or MTF) that enables the central government to set multiyear …

This paper develops the links between overidentification tests, underidentification tests,
score tests and the Cragg-Donald (1993, 1997) and Kleibergen-Paap (2006) rank tests in …

For a binary outcome Y, generated by a simple threshold crossing model with a single
exogenous normally distributed explanatory variable X, the OLS estimator of the coefficient …