Confidence sets based on inverting anderson-rubin tests

Econometrics Journal

Volumn 17, Issue 2, 2014, Pages

  Davidson, Russell ^a,b   Mackinnon, James G ^c  

^a MCGILL UNIVERSITY   (Canada)

^b Centre National de la Recherche Scientifique   (France)

^c QUEEN S UNIVERSITY   (Canada)

Author keywords

AR test; Confidence set; F test; Limited information maximum likelihood; Overidentifying restrictions; Sargan test; Simultaneous equations; Weak instruments

Indexed keywords

EID: 84901820345     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/ectj.12015     Document Type: Article

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