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A note on f statistics for instrumental variable regessions |
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| Authors: | L G Godfrey |
| Institution: | Department of Ecnomics and related studies , University of York , Heslington, York, YO1 5DD, UK. |
| Abstract: | The asymptotic distribution of the F statistic calculated from instrumental variable‘two stage least squares residuals is obtained. |
| Keywords: | Significance test Instrumental variables Two stage least squares |