On optimal inference in the linear IV model
This paper considers tests and confidence sets (CSs) concerning the coefficient on the endogenous variable in the linear IV regression model with homoskedastic normal errors and one right-hand side endogenous variable. The paper derives a finite-sample lower bound function for the probability that a...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
John Wiley and Sons Ltd
2019
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| Subjects: | |
| Online Access: | View Fulltext in Publisher |