Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
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Publication:2280578
DOI10.1016/j.jeconom.2019.04.038zbMath1456.62029arXiv1505.06644OpenAlexW3121412565MaRDI QIDQ2280578
Humberto Moreira, Marcelo J. Moreira
Publication date: 19 December 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1505.06644
weak instrumentsinstrumental variables regressionsimilar testsoptimal testsinvariant testsunbiased tests
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