Generic Results for Establishing the Asymptotic Size of Confidence Sets and Tests
Year of publication: |
2011-08
|
---|---|
Authors: | Andrews, Donald W.K. ; Cheng, Xu ; Guggenberger, Patrik |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymptotically similar | Asymptotic size | Autoregressive model | Confidence interval | Nonlinear regression | Test | Weak instruments |
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