A Remark on Magdalinos's k-Class Instrumental Variable Estimator
指出了Magdalinos关于k类工具变量估计量的t统计量渐近展开在有限样本应用中的一个限制条件。
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.