Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* (Q6134140)
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scientific article; zbMATH DE number 7716484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* |
scientific article; zbMATH DE number 7716484 |
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Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* (English)
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25 July 2023
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Catastrophe bond mutual funds
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endogeneity
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finite-sample multivariate test
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instrumental variable test
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weak instruments
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zero-beta asset
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