Testing Instrument Admissibility: Some Refined Asymptotic Results
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Publication:4290975
Recommendations
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(7)- 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
- Analytical formulae for accurately sized \(t\)-tests in the single instrument case
- 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
- Admissible, similar tests: a characterization
- 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
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