Browsing Produção Intelectual em Bases Externas by Author "Vilela, Lucas Pimentel"

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    • Tests based on t-statistics for IV regression with weak instruments 

      Mills, Benjamin; Moreira, Marcelo J.; Vilela, Lucas Pimentel
      2014-10
      This paper considers tests of the parameter of an endogenous variable in an instrumental variables regression model. The focus is on one-sided conditional t-tests. Theoretical and numerical work shows that the conditional ...