Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

DOI10.1111/1468-0262.00353zbMath1141.62361OpenAlexW2073767066MaRDI QIDQ5475008

Frank Kleibergen

Publication date: 16 June 2006

Published in: Econometrica (Search for Journal in Brave)

Full work available at URL: http://papers.tinbergen.nl/00055.pdf

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Parametric hypothesis testing (62F03) Linear inference, regression (62J99)

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