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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - Faculteit Economie en Bedrijfskunde, Rijksuniversiteit … - 2001
The paper considers the K-statistic, Kleibergen’s (2000) adaptation of the Anderson-Rubin (AR) statistic in instrumental variables regression. Compared to the AR-statistic this K-statistic shows improved asymptotic efficiency in terms of degrees of freedom in overidenti?ed models and yet it...
Persistent link: https://www.econbiz.de/10011251703
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Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
The paper considers the K-statistic, Kleibergen’s (2000) adaptation ofthe Anderson-Rubin (AR) statistic in instrumental variables regression.Compared to the AR-statistic this K-statistic shows improvedasymptotic efficiency in terms of degrees of freedom in overidentifiedmodels and yet it...
Persistent link: https://www.econbiz.de/10010325038
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
The paper considers the K-statistic, Kleibergen’s (2000) adaptation ofthe Anderson-Rubin (AR) statistic in instrumental variables regression.Compared to the AR-statistic this K-statistic shows improvedasymptotic efficiency in terms of degrees of freedom in overidentifiedmodels and yet it...
Persistent link: https://www.econbiz.de/10011316861
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001619184
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - In: Econometric theory 19 (2003) 5, pp. 744-753
Persistent link: https://www.econbiz.de/10001802801
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Finite-sample instrumental variables inference using an asymptotically pivotal statistic
Bekker, Paul A.; Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001585046
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Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic
Bekker, Paul A.; Kleibergen, Frank - Tinbergen Institute - 2001
The paper considers the K-statistic, Kleibergen’s (2000) adaptation of
Persistent link: https://www.econbiz.de/10005209527
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Finite-Sample Instrumental Variables Inference using an Asymptotically Pivotal Statistic
Bekker, Paul A.; Kleibergen, Frank - Tinbergen Instituut - 2001
The paper considers the K-statistic, Kleibergen’s (2000) adaptation ofthe Anderson-Rubin (AR) statistic in instrumental variables regression.Compared to the AR-statistic this K-statistic shows improvedasymptotic efficiency in terms of degrees of freedom in overidentifiedmodels and yet it...
Persistent link: https://www.econbiz.de/10011257014
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Identifiability and nonstationarity in classical and Bayesian econometrics
Kleibergen, Frank - 1994
Persistent link: https://www.econbiz.de/10000895447
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Equality restricted random variables : densities and sampling algorithms
Kleibergen, Frank - 1997
Persistent link: https://www.econbiz.de/10000953441