Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (Q299216): Difference between revisions
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Property / author: Donald W. K. Andrews / rank | |||
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Property / author: James H. Stock / rank | |||
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Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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Property / Mathematics Subject Classification ID: 62F03 / rank | |||
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Property / Mathematics Subject Classification ID: 62J05 / rank | |||
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Property / Mathematics Subject Classification ID: 62H15 / rank | |||
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Property / Mathematics Subject Classification ID: 62E20 / rank | |||
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Property / zbMATH DE Number: 6596366 / rank | |||
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instrumental variables regression | |||
Property / zbMATH Keywords: instrumental variables regression / rank | |||
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invariant tests | |||
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optimal tests | |||
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power envelope | |||
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two-sided tests | |||
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Revision as of 21:32, 27 June 2023
scientific article
Language | Label | Description | Also known as |
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English | Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments |
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Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (English)
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22 June 2016
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instrumental variables regression
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invariant tests
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optimal tests
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power envelope
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two-sided tests
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