On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression (Q2859552)
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scientific article; zbMATH DE number 6224065
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| English | On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression |
scientific article; zbMATH DE number 6224065 |
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8 November 2013
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asymptotic size
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linear IV model
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size distortion
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subset inference
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weak instruments
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0.90219164
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0.86528677
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0.8647664
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0.8642667
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0.8642371
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0.8632211
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0.8489809
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0.84167206
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0.8415635
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On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression (English)
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