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