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. - Econometric Society. - Vol. 80.2012, 6, p. 2649-2666
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| Publisher: |
Econometric Society |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010614101