02-064/4 - Two Independent Pivotal Statistics that test Location and Misspecification and add up to the Anderson-Rubin Statistic

• Author
  Frank Kleibergen, University of Amsterdam
• Publication date
  June 28, 2002

• Keywords
  Identification statistics; rank tests; Bartlett-correction; power and size properties; confidence sets; conditioning
• JEL
  C12; C13; C30