The classical principles of testing using instrumental variables estimates (Q908645)

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scientific article; zbMATH DE number 4135278
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    The classical principles of testing using instrumental variables estimates
    scientific article; zbMATH DE number 4135278

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      The classical principles of testing using instrumental variables estimates (English)
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      1990
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      two-stage least squares
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      limited information maximum likelihood
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      Lagrange multiplier tests
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      linear restrictions
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      stochastic regressors
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      k-class instrumental variables estimation
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      approximation
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      local power function
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      small samples
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      Wald test
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      size-corrected tests
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      likelihood ratio test
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      LIML estimator
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