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The classical principles of testing using instrumental variables estimates - MaRDI portal

The classical principles of testing using instrumental variables estimates (Q908645)

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scientific article; zbMATH DE number 4135278
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English
The classical principles of testing using instrumental variables estimates
scientific article; zbMATH DE number 4135278

    Statements

    The classical principles of testing using instrumental variables estimates (English)
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    1990
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    two-stage least squares
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    limited information maximum likelihood
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    Lagrange multiplier tests
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    linear restrictions
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    stochastic regressors
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    k-class instrumental variables estimation
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    approximation
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    local power function
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    small samples
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    Wald test
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    size-corrected tests
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    likelihood ratio test
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    LIML estimator
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