Confidence sets based on inverting Anderson–Rubin tests (Q5093230)

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scientific article; zbMATH DE number 7563588
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Confidence sets based on inverting Anderson–Rubin tests
scientific article; zbMATH DE number 7563588

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    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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