cragg0.0.1 package

Tests for Weak Instruments in R

cragg_donald

Calculate the Cragg-Donald statistic for a given model.

stock_yogo_reccomender

Recommend a critical value for the Cragg-Donald test given a maximum a...

stock_yogo_test

Perform the Stock and Yogo test for weak instruments

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Implements Cragg-Donald (1993) <doi:10.1017/S0266466600007519> and Stock and Yogo (2005) <doi:10.1017/CBO9780511614491.006> tests for weak instruments in R.

  • Maintainer: Beniamino Green
  • License: GPL (>= 3)
  • Last published: 2021-01-08