Browsing Faculté des arts et des sciences – Département de sciences économiques - Cahiers de recherche by Subject "Anderson-Rubin method"
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Finite-Sample Inference Methods for Simultaneous Equations and Models with Unobserved and Generated Regressors (Université de Montréal. Département de sciences économiques., 1998)We propose finite sample tests and confidence sets for models with unobserved and generated regressors as well as various models estimated by instrumental variables methods. The validity of the procedures is unaffected by the presence of identification ...