The classical principles of testing using instrumental variables estimates (Q908645)
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scientific article; zbMATH DE number 4135278
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The classical principles of testing using instrumental variables estimates |
scientific article; zbMATH DE number 4135278 |
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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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