Analytical formulae for accurately sized t-tests in the single instrument case
Sign Up to like & getrecommendations! Published in 2020 at "Economics Letters"
DOI: 10.1016/j.econlet.2020.109053
Abstract: Abstract I construct novel analytical expressions for asymptotically valid right-tailed and left-tailed t-tests in the single instrument-single regressor case. The underlying disturbances are allowed to be non-Gaussian and (in a simple extension of the baseline… read more here.
Keywords: single instrument; analytical formulae; case; formulae accurately ... See more keywords