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Efficient size correct subset inference in homoskedastic linear instrumental variables regression

journal contribution

posted on 06.12.2021, 14:23 by F.R. KleibergenF.R. Kleibergen

Card (1995) data used to illustrate the developed procedures

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Retention period

05/04/2031

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Journal of Econometrics 221(1), 78-96

Quantitative Economics

Categories

Social Science

Keywords

Weak instruments Subset Testing Identification Conditional Inference Discriminatory power asymptotic size

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