ENH: Anderson-Rubin F-test of endogenous regressors for IV regression

[rubslopes]

Title. Nowadays, this test is even more important than the First Stage F. It'd be a great implementation.

[WanBenLe]

I found some documentation that may help to systematically update the work involved:

http://scholar.harvard.edu/files/wirev_092218-_corrected_0.pdf

www.cambridge.org/core/journals/econometric-theory/article/abs/large-system-of-seemingly-unrelated-regressions-a-penalized-quasimaximum-likelihood-estimation-perspective/049B50430D3563728D69E541D5BEFE37

We can also check the results from Stata's ivreg2 module. http://fmwww.bc.edu/RePEc/bocode/i/ivreg2.html

I may follow up with related work, but I'm not sure if I just need to add related tests in the following places: linearmodels\iv\results.py : Class-IVResults