2017-05-19–2017-05-20 - Amsterdam, De Burcht, Henri Polaklaan 9 (Netherlands) - Tinbergen Institute Amsterdam; University of Amsterdam
Statistical inference on the parameters of interest in a vast number of econometric models is plagued by its dependence on the settings of secondary nuisance parameters. Examples of such models are wide spread and include:
- Linear instrumental variables regression
- Inference in linear...