On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression
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 |
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