A Remark on Magdalinos's k-Class Instrumental Variable Estimator

In this paper we identify a restriction on the finite-sample application of Magdalinos's asymptotic expansions for the <italic>t</italic> statistic based on the <italic>k</italic>-class instrumental variable estimator.

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Year of publication:	1987
Authors:	Farebrother, R. W.
Published in:	Econometric Theory. - Cambridge University Press. - Vol. 3.1987, 02, p. 297-298
Publisher:	Cambridge University Press
Description of contents:	Abstract [journals.cambridge.org]

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005411784