Performance of conditional Wald tests in IV regression with weak instruments (Q280234)
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scientific article; zbMATH DE number 6578073
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| English | Performance of conditional Wald tests in IV regression with weak instruments |
scientific article; zbMATH DE number 6578073 |
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Performance of conditional Wald tests in IV regression with weak instruments (English)
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9 May 2016
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instrumental variables regression
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power envelope
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weak identification
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\(k\)-class estimators
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conditional likelihood ratio test
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0.8669672608375549
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0.8526589274406433
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0.8286433815956116
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0.8238643407821655
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