A powerful subvector Anderson-Rubin test in linear instrumental variables regression with conditional heteroskedasticity
Year of publication: |
2024
|
---|---|
Authors: | Guggenberger, Patrik ; Kleibergen, Frank ; Mavroeidis, Sophocles |
Subject: | Schätztheorie | Estimation theory | IV-Schätzung | Instrumental variables | Heteroskedastizität | Heteroscedasticity | Regressionsanalyse | Regression analysis |
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