Exactly distribution-free inference in instrumental variables regression with possibly weak instruments

Andrews, Donald W. K., Marmer, Vadim . Journal of Econometrics 2008. 142 (1) :183-200

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Bibtex

@article{CIS-248893,
  Author = {Andrews, Donald W. K. and Marmer, Vadim},
  Title = {Exactly distribution-free inference in instrumental variables regression with possibly weak instruments},
  Journal = {Journal of Econometrics},
  Volume = {142},
  Number = {1},
  Year = {2008},
  Pages = {183--200},
  Keywords = {Rank test, Aligned ranks, EXACT SIZE, Anderson-Rubin statistic}
}

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