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Daniel J Lewis

Economist, Department of Economics · University College London

Economist in the Department of Economics at University College London working on time-series econometrics and macroeconomics. Co-author with Karel Mertens of a robust weak-instrument test for 2SLS.

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Published Review of Economic Studies Online 30 Dec 2025 Published Sep 2026

A Robust Test for Weak Instruments for 2SLS with Multiple Endogenous Regressors

Daniel J Lewis · Karel Mertens

This paper develops a test for instrument strength based on the bias of two-stage least squares (2SLS) that: (1) generalizes the Stock-Yogo (2005) and Sanderson-Windmeijer (2016) tests to be robust to …

Econometrics Instrumental Variables Identification Free Read ↗