On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression

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Publication:2859552

DOI10.3982/ECTA8953zbMath1274.62150OpenAlexW2114772014MaRDI QIDQ2859552

Frank Kleibergen, Patrik Guggenberger, Linchun Chen, Sophocles Mavroeidis

Publication date: 8 November 2013

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3982/ecta8953




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