Weak-instrument-robust subvector inference in instrumental variables regression: A subvector Lagrange multiplier test and properties of subvector Anderson-Rubin confidence sets

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Londschien, Malte, Bühlmann, Peter
Format:	Preprint
Published:	2024
Subjects:	Statistics Theory Econometrics
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2407.15256