On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression

Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis, Linchun Chen

Research output: Contribution to journalArticlepeer-review

30 Scopus citations

Fingerprint

Dive into the research topics of 'On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression'. Together they form a unique fingerprint.

Business & Economics