Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
DOI10.1016/J.JECONOM.2008.08.015zbMATH Open1429.62650OpenAlexW2170941988MaRDI QIDQ299216FDOQ299216
Authors: Marcelo J. Moreira, Donald W. K. Andrews, James H. Stock 
Publication date: 22 June 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.08.015
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Cites Work
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- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- Tests with correct size when instruments can be arbitrarily weak
- Decision Theory Applied to an Instrumental Variables Model
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Cited In (15)
- Applications of subsampling, hybrid, and size-correction methods
- NEARLY OPTIMAL TEST FOR LONG-RUN PREDICTABILITY WITH NEARLY INTEGRATED REGRESSORS
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression
- Minimum distance approach to inference with many instruments
- Admissible, similar tests: a characterization
- Generic results for establishing the asymptotic size of confidence sets and tests
- Some results on the finite sample significance levels of instrumental variable tests for non-nested models
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
- Title not available (Why is that?)
- Tests based on \(t\)-statistics for IV regression with weak instruments
- Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
- Rank tests for instrumental variables regression with weak instruments
- On optimal inference in the linear IV model
- ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
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