Andrews, Donald W. K.; Guggenberger, Patrik - Cowles Foundation for Research in Economics, Yale University - 2015
This paper introduces two new identification- and singularity-robust conditional quasi-likelihood ratio (SR-CQLR) tests … and a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment … under strong and semi-strong identification (for all k greater than or equal to p; where k and p are the numbers of moment …