On the power curves of the conditional likelihood ratio and related tests for instrumental variables regression with weak instruments

Van de Sijpe, N. and Windmeijer, F. (2020) On the power curves of the conditional likelihood ratio and related tests for instrumental variables regression with weak instruments. Working Paper. Sheffield Economic Research Paper Series, 2020007 (2020007). Department of Economics, University of Sheffield ISSN 1749-8368

Metadata

Authors/Creators:
  • Van de Sijpe, N.
  • Windmeijer, F.
Copyright, Publisher and Additional Information: © 2020 The Author(s). For reuse permissions, please contact the Author(s).
Keywords: Weak Instruments; Robust Inference; Conditional Likelihood Ratio Test; Power
Dates:
  • Published: 4 August 2020
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield) > Sheffield Economics Research Papers Series
The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 20 Aug 2020 07:45
Last Modified: 20 Aug 2020 12:18
Published Version: https://www.sheffield.ac.uk/economics/research/ser...
Status: Published
Publisher: Department of Economics, University of Sheffield
Series Name: Sheffield Economic Research Paper Series

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