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

DOI10.1016/J.ECONLET.2020.109053zbMATH Open1439.62071OpenAlexW3008103791MaRDI QIDQ2179784FDOQ2179784

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

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zbMATH Keywords

instrumental variables\(t\)-testheteroskedasticity-consistent

Mathematics Subject Classification ID

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

Cites Work

• Title not available (Why is that?)
• Instrumental Variables Regression with Weak Instruments
• Title not available (Why is that?)

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