@article{article_278015, title={A Pretest to Differentiate Between Weak and Nearly-Weak Instrument Asymptotics}, journal={International Econometric Review}, volume={3}, pages={13–21}, year={2011}, author={Caner, Mehmet}, keywords={Bootstrap, Kolmogorov-Smirnov Test}, abstract={We propose a pretest, bootstrap Kolmogorov-Smirnov test, to differentiate between weak and nearly-weak asymptotics. This is based on bootstrapping Wald Continuous Updating Estimator (CUE) based test. Since Wald CUE test has different limits under weak and nearly-weak cases this can be used in a pretest. We also conduct some simulations and show that some of the asset pricing models conform to nearly-weak asymptotics.}, number={2}, publisher={Econometric Research Association}