A conditional likelihood ratio test for structural models

Econometrica

Volumn 71, Issue 4, 2003, Pages 1027-1048

  Moreira, Marcelo J ^a  

^a HARVARD UNIVERSITY   (United States)

Author keywords

2SLS estimator; Confidence regions; Instruments; Likelihood ratio test; LIML estimator; Score test; Similar tests; Wald test

Indexed keywords

ASYMPTOTIC STABILITY; MATRIX ALGEBRA; MAXIMUM LIKELIHOOD ESTIMATION; STATISTICAL METHODS;

CONFIDENCE REGIONS; LIKELIHOOD RATIO TEST; STRUCTURAL MODELS;

MATHEMATICAL MODELS;

EID: 0141718527     PISSN: 00129682     EISSN: None     Source Type: Journal    
DOI: 10.1111/1468-0262.00438     Document Type: Article

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