ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION

ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION

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This paper studies a model widely used in the weak instruments literature and establishes admissibility of the weighted average power likelihood ratio tests recently derived by Andrews, Moreira, and Stock (2004, NBER Technical Working Paper 199). The class of tests covered by this admissibility resu...

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Bibliographic Details
Main Authors:	Hansen, Christian, Jansson, Michael, Chernozhukov, Victor V.
Other Authors:	Massachusetts Institute of Technology. Department of Economics
Format:	Article
Language:	en_US
Published:	Cambridge University Press 2013
Online Access:	http://hdl.handle.net/1721.1/82628 https://orcid.org/0000-0002-3250-6714

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