On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression
by Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis and Linchun Chen
| Year of publication: |
2012
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|---|---|
| Authors: | Guggenberger, Patrik ; Kleibergen, Frank ; Mavroeidis, Sophocles ; Chen, Linchun |
| Published in: |
Econometrica : journal of the Econometric Society, an international society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 80.2012, 6, p. 2649-2666
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| Subject: | IV-Schätzung | Instrumental variables | Statistischer Test | Statistical test | Theorie | Theory |
| 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/10009689456