Comment: Weak Instrument Robust Tests in GMM and the New Keynesian Phillips Curve
Journal of Business and Economic Statistics, July 2009, 27(3): 326–328.
Measuring Business Cycles: A Wavelet Analysis of Economic Time Series
Economics Letters, August 2008, 100(2): 208–212.
Testing for Weak Instruments in Linear IV Regression (with James H. Stock)
Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg, edited by Donald W.K. Andrews and James H. Stock, Cambridge: Cambridge University Press, 2005, chapter 5, 80–108.
Cambridge University Press | PDF file | Replication files
Critical values for the weak instruments test [Excel]
Asymptotic Distributions of Instrumental Variables Statistics with Many Instruments (with James H. Stock)
Identification and Inference for Econometric Models: Essays in Honor of Thomas Rothenberg, edited by Donald W. K. Andrews and James H. Stock, Cambridge: Cambridge University Press, 2005, chapter 6, 109–120.
Estimating the Elasticity of Intertemporal Substitution When Instruments Are Weak
Review of Economics and Statistics, August 2004, 86(3): 797–810.
A Survey of Weak Instruments and Weak Identification in Generalized Method of Moments (with James H. Stock and Jonathan H. Wright)
Journal of Business and Economic Statistics, October 2002, 20(4): 518–529.