On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference

Van de Sijpe, N. orcid.org/0000-0003-0442-7020 and Windmeijer, F. (2023) On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference. Journal of Econometrics, 235 (1). pp. 82-104. ISSN 0304-4076

Abstract

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2022 The Authors. Published by Elsevier B.V. This is an open access article under the CC BY license (http://creativecommons.org/licenses/by/4.0/).
Keywords: Instrumental Variables; Weak-Instrument Robust Inference; Conditional Likelihood Ratio Test; Power
Dates:
  • Accepted: 3 February 2022
  • Published (online): 29 March 2022
  • Published: July 2023
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Department of Economics (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 14 Feb 2022 11:03
Last Modified: 27 Apr 2023 11:06
Status: Published
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jeconom.2022.02.004

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