Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004)
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scientific article; zbMATH DE number 7306294
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| English | Efficient size correct subset inference in homoskedastic linear instrumental variables regression |
scientific article; zbMATH DE number 7306294 |
Statements
Efficient size correct subset inference in homoskedastic linear instrumental variables regression (English)
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4 February 2021
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weak instruments
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subset testing
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identification
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conditional inference
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discriminatory power
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asymptotic size
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0.8647664
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0.86277467
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0.85856843
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0.84912944
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0.84893847
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0.84697646
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0.8464238
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