Browsing by Title "Invariant tests in an instrumental variables model with unknown data generating process"

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Invariant tests in an instrumental variables model with unknown data generating process

Castro, Gustavo Rabello de
2015-04-28

In this work we focus on tests for the parameter of an endogenous variable in a weakly identi ed instrumental variable regressionmodel. We propose a new unbiasedness restriction for weighted average power (WAP) tests ...