Chao, John C. (contributor); Swanson, Norman R. (contributor) - 2004 - [Elektronische Ressource]
This paper develops Wald type tests for general possibly nonlinear restrictions, in the context of heteroskedastic IV … not the case, however, with other well known IV estimators, such as LIML, Fuller's modified LIML, 2SLS, and B2SLS, which …