Conditional Linear Combination Tests for Weakly Identified Models
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Publication:4613448
DOI10.3982/ECTA12407zbMath1410.62193MaRDI QIDQ4613448
Publication date: 31 January 2019
Published in: Econometrica (Search for Journal in Brave)
Related Items (6)
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS ⋮ A conditional linear combination test with many weak instruments ⋮ Identification-robust nonparametric inference in a linear IV model ⋮ Efficient size correct subset inference in homoskedastic linear instrumental variables regression ⋮ Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors ⋮ ADMISSIBLE, SIMILAR TESTS: A CHARACTERIZATION
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