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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| Médium: | Journal article |
| Jazyk: | English |
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Elsevier
2022
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