Motohiro Yogo
1 paper in the Anchorcite directory, published in 2005, cited 6,693 times in total.
ORCID profileResearch topics
- Monetary Policy and Economic Impact · 1 paper
Frequent co-authors
- James H. Stock · 1 paper
Papers
- Testing for Weak Instruments in Linear IV RegressionCambridge University Press eBooks · 2005 · 6,693 citations
Weak instruments can produce biased IV estimators and hypothesis tests with large size distortions. But what, precisely, are weak instruments, and how does one detect them in practice? This paper proposes quantitative definitions of weak instruments based on the maximum…
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