Confidence sets based on inverting Anderson–Rubin tests
Russell Davidson and James G. MacKinnon
| Year of publication: |
2014
|
|---|---|
| Authors: | Davidson, Russell ; MacKinnon, James G. |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 17.2014, 2, p. 39-58
|
| Subject: | AR test | Confidence set | F-test | Limited information maximum likelihood | Overidentifying restrictions | Sargan test | Simultaneous equations | Weak instruments | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | Bootstrap-Verfahren | Bootstrap approach | Vertrauen | Confidence |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498734