EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL

DOI10.1017/S026646660809035XzbMath1278.62086MaRDI QIDQ3181956

Grant Hillier

Publication date: 30 September 2009

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)

Related Items

ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS, On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference

Cites Work

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• YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
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