Improving Some Instrumental Variables Test Procedures
对工具变量检验统计量进行Cornish-Fisher校正，使校正后检验的尺寸误差比原检验小一个数量级，并定义了结构参数的对称Edgeworth校正置信区域，校正公式为解析形式且易于实施。
This paper is concerned with Cornish–Fisher corrections of some instrumental variables test statistics. The tests based on the corrected statistics have size with error of a smaller order of magnitude than the original tests. Symmetric Edgeworth-corrected confidence regions are also defined for the structural parameters. All these corrections are given as analytic formulas that require only limited information, so their implementation is a relatively easy task.