Testing Instrument Admissibility: Some Refined Asymptotic Results
DOI10.2307/2951617zbMATH Open0789.62096OpenAlexW1995770614MaRDI QIDQ4290975FDOQ4290975
Authors: Michael A. Magdalinos 
Publication date: 16 June 1994
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2951617
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tablesorthogonality conditionslimited information estimatorlocal power functioninstrument admissibilitylikelihood ratio test statisticsize correctionsmaximum likelihood testslinear stochastic relationslinearized ML testsrefined asymptotic properties
Parametric hypothesis testing (62F03) Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Hypothesis testing in multivariate analysis (62H15)
Cited In (7)
- Instrumental variable analysis with censored data in the presence of many weak instruments: application to the effect of being sentenced to prison on time to employment
- The impact of a Hausman pretest on the asymptotic size of a hypothesis test
- A comparison of higher-order local powers of a class of one-way MANOVA tests under general distributions
- Admissible, similar tests: a characterization
- Analytical formulae for accurately sized \(t\)-tests in the single instrument case
- Third-order local power properties of tests for a composite hypothesis. II
- Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
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