Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds*

DOI10.1080/07474938.2022.2114625OpenAlexW4297513521MaRDI QIDQ6134140

Olena Melin, Maral Kichian, Marie-Claude Beaulieu, Lynda Khalaf

Publication date: 25 July 2023

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474938.2022.2114625

zbMATH Keywords

endogeneityweak instrumentszero-beta assetCatastrophe bond mutual fundsfinite-sample multivariate testinstrumental variable test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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