D'Haultfœuille, Xavier; Tuvaandorj, Purevdorj - In: Quantitative Economics 15 (2024) 1, pp. 27-87
We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then we show that the test is asymptotically of correct level, consistent, and has power against local alternatives when the...