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A robust permutation test for subvector inference in linear regressions - MaRDI portal

A robust permutation test for subvector inference in linear regressions

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Publication:6565788

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DOI10.3982/qe2269MaRDI QIDQ6565788

Purevdorj Tuvaandorj, Xavier D'Haultfœuille

Publication date: 2 July 2024

Published in: Quantitative Economics (Search for Journal in Brave)

zbMATH Keywords

permutation tests exact tests heteroskedasticity asymptotic validity linear regressions

Mathematics Subject Classification ID

Game theory, economics, finance, and other social and behavioral sciences (91-XX)

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