The Economics Department

Labor/Public Finance/Econometrics - Patrik Guggenberger

Fri, October 5, 2012 | BRB 1.118

3:30 PM - 5:00 PM

Labor/Public Finance/Econometrics - Patrik Guggenberger

On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables

regression

On the Asymptotic Size of Subvector Tests in the Linear Instrumental Variables Model

Patrik Guggenberger

University of California, San Diego

 

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