Answers are grounded in this paper and cite their sources.
Eric Zivot, Richard Startz, Charles R. Nelson, Valid Confidence Intervals and Inference in the Presence of Weak Instruments, International Economic Review, Vol. 39, No. 4, Symposium on Forecasting and Empirical Methods in Macroeconomics and Finance (Nov., 1998), pp. 1119-1144
No takes yet. Share an insight, caveat, or question.
Zivot et al. (1998) studied this question.
Synapse has enriched 5 related papers. Consider them for comparative context: