finite-sample lower bound function for the probability that a CS constructed using a two-sided invariant similar test has … close,” say 0005 or less, to this lower bound function. This implies that the CLR test is not always very close to the two … hand, the paper establishes the finite-sample optimality of the CLR test when the correlation between the structural and …

, his minimax estimator, tests of over- and under-identification, and his later work on the finite sample properties of IV …

, respectively, under the null hypothesis when the conditions required for consistency of the parameter under test hold. But, the …

This paper develops a specification test for the instrument validity conditions in the heterogeneous treatment effect …. Our specification test infers this testable implication using a Kolmogorov-Smirnov type test statistic. We provide a … bootstrap algorithm to implement the proposed test and show its asymptotic validity. The proposed test procedure can apply to …

values that adapt to the strength of identification of the parameters not under test. This test has correct size and strictly …We study subvector inference in the linear instrumental variables model assuming homoskedasticity but allowing for weak … instruments. The subvector Anderson and Rubin (1949) test that uses chi square critical values with degrees of freedom reduced by …