On the size distortion of a test for equality between the ATE and FE estimands

DOI10.1515/JEM-2018-0011zbMATH Open1420.62498OpenAlexW2886514636MaRDI QIDQ2312979FDOQ2312979

Authors: David Pacini 

Publication date: 18 July 2019

Published in: Journal of Econometric Methods (Search for Journal in Brave)

Full work available at URL: https://research-information.bris.ac.uk/ws/files/186562577/Full_text_PDF_final_published_version_.pdf

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zbMATH Keywords

size distortionasymptotic testgrouped fixed effectsdifference test

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Asymptotic properties of parametric tests (62F05)

Cites Work

• Nearly optimal tests when a nuisance parameter is present under the null hypothesis
• Broken or fixed effects?

Cited In (1)

• Broken or fixed effects?

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