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The use of the new method not only guards against the uncontrolled overrejection of the true value of the parameters of interest but also reduces the conservativeness of the usual method of projection proposed by Dufour and his coauthors (Dufour, 1997,<jats:italic>Econometrica<\/jats:italic>65, 1365\u20131388; Dufour and Jasiak, 2001,<jats:italic>International Economic Review<\/jats:italic>41, 815\u2013843; Dufour and Taamouti, 2005, discussion paper; Dufour and Taamouti, 2005,<jats:italic>Econometrica<\/jats:italic>73, 1351\u20131365; Dufour and Taamouti, 2007,<jats:italic>Journal of Econometrics<\/jats:italic>139, 133\u2013153).<\/jats:p>","DOI":"10.1017\/s0266466609990806","type":"journal-article","created":{"date-parts":[[2010,3,22]],"date-time":"2010-03-22T13:36:57Z","timestamp":1269265017000},"page":"1820-1837","source":"Crossref","is-referenced-by-count":11,"title":["A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION"],"prefix":"10.1017","volume":"26","author":[{"given":"Saraswata","family":"Chaudhuri","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Thomas","family":"Richardson","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"James","family":"Robins","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Eric","family":"Zivot","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"56","published-online":{"date-parts":[[2010,3,22]]},"reference":[{"key":"S0266466609990806_ref21","first-page":"125","volume-title":"Frontiers in Analysis and Applied Research: Essays in Honor of Peter C. 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