Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic
Year of publication: |
2002-06-28
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Authors: | Kleibergen, Frank |
Institutions: | Tinbergen Instituut |
Subject: | Identification statistics | rank tests | Bartlett-correction | power and size properties | confidence sets | conditioning |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Tinbergen Institute Discussion Papers Number 02-064/4 |
Classification: | C12 - Hypothesis Testing ; C13 - Estimation ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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Kleibergen, Frank, (2002)
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Kleibergen, Frank, (2002)
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Kleibergen, Frank, (2002)
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