Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
Year of publication: |
2021
|
---|---|
Authors: | Horowitz, Joel |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 222.2021, 2, p. 1057-1082
|
Subject: | Finite-sample bounds | Instrumental variables | Normal approximation | Wahrscheinlichkeitsrechnung | Probability theory | Schätztheorie | Estimation theory |
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