Optimal Invariant Similar Tests for Instrumental Variables Regression
收藏NBER2004-08-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/t0299
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资源简介：
This paper considers tests of the parameter on endogenous variables in an instrumental variables regression model. The focus is on determining tests that have certain optimal power properties. We start by considering a model with normally distributed errors and known error covariance matrix. We
提供机构：
美国国家经济研究局
创建时间：
2004-08-01
