ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION

DOI10.1017/S0266466608090105zbMath1279.62137MaRDI QIDQ3632427

Grant Hillier

Publication date: 11 June 2009

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

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) General nonlinear regression (62J02)

Cites Work

• Performance of conditional Wald tests in IV regression with weak instruments
• Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
• Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
• Instrumental Variables Regression with Weak Instruments
• A Conditional Likelihood Ratio Test for Structural Models

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