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This essay discusses the structure of an econometric report, format of tables and diagrams, as well as precision of numerical results.
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This paper studies the asymptotic validity of the Anderson–Rubin (<italic>AR</italic>) test and the <italic>J</italic> test for overidentifying restrictions in linear models with many instruments. When the number of instruments increases at the same rate as the sample size, we establish that the conventional <italic>AR</italic> and <italic>J</italic> tests are...
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