Search Results - subject:"Conditional likelihood ratio test"

Identification- and singularity-robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - 2014 - rev.

Persistent link: https://www.econbiz.de/10010487255

Rank Tests for Instrumental Variables Regression with Weak Instruments

Andrews, Donald W.K.; Soares, Gustavo - Cowles Foundation for Research in Economics, Yale University - 2006

tests that are analogous to the conditional likelihood ratio test of Moreira (2003). We also introduce a rank test that is …

Persistent link: https://www.econbiz.de/10005593166

Inference with Weak Instruments

Andrews, Donald W.K.; Stock, James H. - Cowles Foundation for Research in Economics, Yale University - 2005

This paper reviews recent developments in methods for dealing with weak instruments (IVs) in IV regression models. The focus is more on tests (and confidence intervals derived from tests) than estimators. The paper also presents new testing results under "many weak IV asymptotics," which are...

Persistent link: https://www.econbiz.de/10004990694