Stock-Yogo critical values
Usage
morie_iv_stock_yogo(n_endogenous = 1, n_instruments = 1)
Arguments
- n_endogenous
Integer; number of endogenous regressors used
to look up the Stock-Yogo critical-value table.
- n_instruments
Integer; number of instruments used to look
up the Stock-Yogo critical-value table.
Value
A named list of Stock-Yogo weak-instrument critical values.
Examples
out <- morie_iv_stock_yogo(n_endogenous = 1, n_instruments = 1)
out
#> $`10pct`
#> [1] 16.38
#>
#> $`15pct`
#> [1] 8.96
#>
#> $`20pct`
#> [1] 6.66
#>
#> $`25pct`
#> [1] 5.53
#>
