Topic: Weak Instruments

Stock-Yogo Weak-Instrument Thresholds

Strong and Local-to-Zero Instrument Sequences

Partial R-Squared as a Strength Measure

LIML Under Weak Instrumentation

Inverting Anderson-Rubin Tests into Confidence Sets

Heteroskedasticity-Robust Anderson-Rubin Inference

Heteroskedasticity-Robust First-Stage Diagnostics

Fuller Estimation and Weak-Instrument Bias

Finite-Sample Bias of 2SLS Toward OLS

Conditional First-Stage Strength for Multiple Endogenous Regressors