Efficient size correct subset inference in homoskedastic linear instrumental variables regression
Year of publication: |
2021
|
---|---|
Authors: | Kleibergen, Frank |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 221.2021, 1, p. 78-96
|
Subject: | Asymptotic size | Conditional inference | Discriminatory power | Identification | Subset testing | Weak instruments | Schätztheorie | Estimation theory | Statistischer Test | Statistical test | IV-Schätzung | Instrumental variables |
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