Browsing FGV EPGE - Ensaios Econômicos by Title "Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests"

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Impossible inference in econometrics: theory and applications to regression discontinuity, bunching, and exogeneity tests

Bertanha, Marinho Angelo; Moreira, Marcelo J.
2017-10

This paper presents necessary and su cient conditions for tests to have trivial power. By inverting these impractical tests, we demonstrate that the bounded con dence regions have error probability equal to one. This theo- ...