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As I document using evidence from a journal data repository that I manage, the datasets used in empirical work are getting larger. When we use very large datasets, it can be dangerous to rely on standard methods for statistical inference. In addition, we need to worry about computational issues....
Persistent link: https://www.econbiz.de/10012815681
limited-information maximum likelihood. We show that all the test statistics, like the ones used for inference on the … related to the well-known test statistic of Anderson and Rubin. The distributions of the overidentification statistics are …
Persistent link: https://www.econbiz.de/10010128349