On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference

On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference

Power curves of the Conditional Likelihood Ratio (CLR) and related tests for testing H0:β = β0 in linear models with a single endogenous variable, y = xβ+u, estimated using potentially weak instrumental variables have been presented for two different designs. One design keeps the variance matrix of...

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Autors principals:	Van de Sijpe, N, Windmeijer, F
Format:	Journal article
Idioma:	English
Publicat:	Elsevier 2022

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