EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL

DOI10.1017/S026646660809035XzbMath1278.62086MaRDI QIDQ3181956

Grant Hillier

Publication date: 30 September 2009

Published in: Econometric Theory (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Hypothesis testing in multivariate analysis (62H15) Generalized linear models (logistic models) (62J12)

Related Items (2)

ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS ⋮ On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference

Cites Work

• Unnamed Item
• Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
• On the Normalization of Structural Equations: Properties of Direction Estimators
• YET MORE ON THE EXACT PROPERTIES OF IV ESTIMATORS
• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
• Instrumental Variables Regression with Weak Instruments
• GMM with Many Moment Conditions
• Consistent Estimation with a Large Number of Weak Instruments
• A Conditional Likelihood Ratio Test for Structural Models
• Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
• Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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