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. (2022) On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference. Journal of Econometrics. ISSN 0304-4076

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2022 Elsevier B.V. This is an author produced version of a paper subsequently published in Journal of Econometrics. Uploaded in accordance with the publisher's self-archiving policy. Article available under the terms of the CC-BY-NC-ND licence (https://creativecommons.org/licenses/by-nc-nd/4.0/).
Keywords: Instrumental Variables; Weak-Instrument Robust Inference; Conditional Likelihood Ratio Test; Power
Dates:
  • Accepted: 4 February 2022
  • Published (online): 29 March 2022
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: 30 Mar 2022 09:22
Status: Published online
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.jeconom.2022.02.004

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