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Performance of conditional Wald tests in IV regression with weak instruments - MaRDI portal

Performance of conditional Wald tests in IV regression with weak instruments (Q280234)

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scientific article; zbMATH DE number 6578073
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Performance of conditional Wald tests in IV regression with weak instruments
scientific article; zbMATH DE number 6578073

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    Performance of conditional Wald tests in IV regression with weak instruments (English)
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    9 May 2016
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    instrumental variables regression
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    power envelope
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    weak identification
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    \(k\)-class estimators
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    conditional likelihood ratio test
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