Cragg Donald

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aly
Posts: 9
Joined: Fri Mar 11, 2011 9:06 am

Cragg Donald

Postby aly » Mon Apr 25, 2011 3:53 am

Hello! I have difficulties interpreting the Cragg Donald test for weak instruments in Eviwes. I performed the test and obtained the CD F statistic of 0.67. Is this something like a p value of the test? Or do I have to compar it to the Stock and Yogo values for a certain level of significance?Thank you very much.
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haji
Posts: 3
Joined: Wed Nov 02, 2011 7:33 pm

Re: Cragg Donald

Postby haji » Fri Nov 04, 2011 12:16 pm

Hello dear.... same problem as yours.. if you know the answer now then kindly reply
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