Analytical formulae for accurately sized t-tests in the single instrument case

DOI10.1016/J.ECONLET.2020.109053MaRDI QIDQ2179784zbMATH OpenOpenAlexFDO

Authors Narayana R. Kocherlakota

Publication date 13 May 2020

Published in Economics Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.econlet.2020.109053

zbMATH Keywords

instrumental variables\(t\)-testheteroskedasticity-consistent

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Asymptotic properties of parametric estimators (62F12)

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Cites work

• scientific article; zbMATH DE number 3930130 (Why is no real title available?)
• scientific article; zbMATH DE number 5198649 (Why is no real title available?)
• Instrumental Variables Regression with Weak Instruments

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