Testing Instrument Admissibility: Some Refined Asymptotic Results

DOI10.2307/2951617zbMath0789.62096OpenAlexW1995770614MaRDI QIDQ4290975

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

zbMATH Keywords

tableslikelihood ratio test statisticorthogonality conditionslimited information estimatorlocal power functioninstrument admissibilitysize correctionsmaximum likelihood testslinear stochastic relationslinearized ML testsrefined asymptotic properties

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15)

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