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Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments - MaRDI portal

Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (Q299216)

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scientific article; zbMATH DE number 6596366
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English
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
scientific article; zbMATH DE number 6596366

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    Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (English)
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    22 June 2016
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    instrumental variables regression
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    invariant tests
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    optimal tests
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    power envelope
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    two-sided tests
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