Confidence sets based on inverting Anderson–Rubin tests (Q5093230): Difference between revisions
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scientific article; zbMATH DE number 7563588
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Confidence sets based on inverting Anderson–Rubin tests |
scientific article; zbMATH DE number 7563588 |
Statements
Confidence sets based on inverting Anderson–Rubin tests (English)
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26 July 2022
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AR test
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confidence set
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\(F\)-test
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limited information maximum likelihood
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overidentifying restrictions
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Sargan test
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simultaneous equations
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weak instruments
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