This paper considers tests and confidence sets (CSs) concerning the coefficient on the endogenous variable in the linear IV regression model with homoskedastic normal errors and one right-hand side endogenous variable. The paper derives a finite-sample lower bound function for the probability...

This paper proposes a simple empirical-likelihood-based inference method for discontinuity in density. In a regression discontinuity design (RDD), the continuity of the density of the assignment variable at the threshold is considered as a “nomanipulation” behavioral assumption, which is a...