Chaudhuri, Saraswata; Richardson, Thomas; Robins, James; … - Department of Economics, University of Washington - 2007
In this paper we design two split-sample tests for subsets of structural coefficients in a linear Instrumental Variables (IV) regression. Sample splitting serves two purposes – 1) validity of the resultant tests does not depend on the identifiability of the coefficients being tested and 2) it...