Specification Testing in Models with Many Instruments
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- Anatolyev, Stanislav & Gospodinov, Nikolay, 2011. "Specification Testing In Models With Many Instruments," Econometric Theory, Cambridge University Press, vol. 27(2), pages 427-441, April.
- Stanislav Anatolyev & Nikolay Gospodinov, 2008. "Specification Testing in Models with Many Instruments," Working Papers w0124, New Economic School (NES).
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More about this item
Keywords
Instrumental variables; many instruments; Bekker?s asymptotics; Anderson? Rubin test; test for overidentifying restrictions.;All these keywords.
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-11-18 (Econometrics)
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