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Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics - MaRDI portal

Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239)

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scientific article; zbMATH DE number 6578076
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English
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
scientific article; zbMATH DE number 6578076

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    Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (English)
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    9 May 2016
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    GMM
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    score or Lagrange multiplier statistics
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    likelihood ratio statistics
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    rank reduction
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