Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
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Cites work
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- scientific article; zbMATH DE number 3212213 (Why is no real title available?)
- A Conditional Likelihood Ratio Test for Structural Models
- Decision Theory Applied to an Instrumental Variables Model
- Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
- Instrumental Variables Regression with Weak Instruments
- On the Normalization of Structural Equations: Properties of Direction Estimators
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- Performance of conditional Wald tests in IV regression with weak instruments
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Robust confidence sets in the presence of weak instruments
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- Tests with correct size when instruments can be arbitrarily weak
- The Asymptotic Properties of Estimates of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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- Generic results for establishing the asymptotic size of confidence sets and tests
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- Tests based on t-statistics for IV regression with weak instruments
- scientific article; zbMATH DE number 5198649 (Why is no real title available?)
- 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
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- On optimal inference in the linear IV model
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