A more powerful subvector Anderson Rubin test in linear instrumental variables regression

Summary

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Authors: Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis

Journal title: Quantitative Economics

Journal number: 10/2

Journal publisher: The Economic Society

Published year: 2019

Published pages: 487-526

DOI identifier: 10.3982/qe1116

ISSN: 1759-7323