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A Remark on Magdalinos's k-Class Instrumental Variable Estimator

Published online by Cambridge University Press:  11 February 2009

R. W. Farebrother
R. W. Farebrother
Affiliation:
University of Manchester
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Abstract

In this paper we identify a restriction on the finite-sample application of Magdalinos's asymptotic expansions for the t statistic based on the k-class instrumental variable estimator.

Type
ET Interview
Information
Econometric Theory , Volume 3 , Issue 2 , April 1987 , pp. 297 - 298
Copyright
Copyright © Cambridge University Press 1987

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References

REFERENCES

1.Farebrother, R. W.The graph of a k-class estimator. Review of Economic Studies 41 (1974): 533–538.CrossRefGoogle Scholar
2.Farebrother, R. W. & Savin, N. E.. The graph of the k-class estimator: An algebraic and statistical interpretation. Journal of Econometrics 2 (1974): 373–388.CrossRefGoogle Scholar
3.Magdalinos, M. A.Improving some instrumental variable test procedures. Econometric Theory 1 (1985): 240–261.CrossRefGoogle Scholar