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

DOI10.1515/JEM-2018-0011MaRDI QIDQ2312979zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

size distortionasymptotic testgrouped fixed effectsdifference test

Mathematics Subject Classification ID

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

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Cites work

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

Cited in

(1)

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