The reduced form: A simple approach to inference with weak instruments

C-Tier
Journal: Economics Letters
Year: 2008
Volume: 100
Issue: 1
Pages: 68-71

Authors (2)

Chernozhukov, Victor (not in RePEc) Hansen, Christian (University of Chicago)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

In this paper, we show that conventional heteroskedasticity and autocorrelation robust inference procedures based on the reduced form provide tests and confidence intervals for structural parameters that are valid when instruments are strongly or weakly correlated to the endogenous variables.

Technical Details

RePEc Handle
repec:eee:ecolet:v:100:y:2008:i:1:p:68-71
Journal Field
General
Author Count
2
Added to Database
2026-01-25