Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578)

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Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
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    Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (English)
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    19 December 2019
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    instrumental variables regression
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    invariant tests
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    optimal tests
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    similar tests
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    unbiased tests
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    weak instruments
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