Exact properties of the conditional likelihood ratio test in an IV regression model
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- Hillier, Grant, 2009. "Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model," Econometric Theory, Cambridge University Press, vol. 25(04), pages 915-957, August.
References listed on IDEAS
- Hillier, Grant H., 1987. "Classes of Similar Regions and Their Power Properties for Some Econometric Testing Problems," Econometric Theory, Cambridge University Press, vol. 3(01), pages 1-44, February.
- Marcelo J. Moreira, 2003. "A Conditional Likelihood Ratio Test for Structural Models," Econometrica, Econometric Society, vol. 71(4), pages 1027-1048, July.
- Kleibergen, Frank, 2007. "Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics," Journal of Econometrics, Elsevier, vol. 139(1), pages 181-216, July.
- Frank Kleibergen, 2002.
"Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression,"
Econometric Society, vol. 70(5), pages 1781-1803, September.
- Frank Kleibergen, 2000. "Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression," Tinbergen Institute Discussion Papers 00-055/4, Tinbergen Institute.
- Trevor S. Breusch, 1986. "Hypothesis Testing in Unidentified Models," Review of Economic Studies, Oxford University Press, vol. 53(4), pages 635-651.
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- Russell Davidson & James G. MacKinnon, 2008.
"Bootstrap inference in a linear equation estimated by instrumental variables,"
Royal Economic Society, vol. 11(3), pages 443-477, November.
- Russell Davidson & James G. MacKinnon, 2006. "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Working Papers 1024, Queen's University, Department of Economics.
- Russell Davidson & James Mackinnon, 2009. "Bootstrap inference in a linear equation estimated by instrumental variables," Working Papers halshs-00442713, HAL.
- Russell Davidson & James G. MacKinnon, 2008. "Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables," Working Papers 1157, Queen's University, Department of Economics.
- Russell Davidson & James MacKinnon, 2006. "Bootstrap Inference In A Linear Equation Estimated By Instrumental Variables," Departmental Working Papers 2006-21, McGill University, Department of Economics.
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