Optimal Invariant Similar Tests for Instrumental Variables Regression
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- Donald W.K. Andrews & Marcelo J. Moreira & James H. Stock, 2004. "Optimal Invariant Similar Tests for Instrumental Variables Regression," Cowles Foundation Discussion Papers 1476, Cowles Foundation for Research in Economics, Yale University.
References listed on IDEAS
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More about this item
JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C30 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2004-09-30 (Econometrics)
- NEP-ETS-2004-09-30 (Econometric Time Series)
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