Conditional likelihood ratio test with many weak instruments
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References listed on IDEAS
- Marcelo J. Moreira, 2003. "A Conditional Likelihood Ratio Test for Structural Models," Econometrica, Econometric Society, vol. 71(4), pages 1027-1048, July.
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JEL classification:
- J1 - Labor and Demographic Economics - - Demographic Economics
- C1 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General
Statistics
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