Valid t-ratio Inference for IV
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下载链接：
https://www.nber.org/papers/w29124
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资源简介：
In the single-IV model, researchers commonly rely on t-ratio-based inference, even though the literature has quantified its potentially severe large-sample distortions. Building on Stock and Yogo (2005), we introduce the tF critical value function, leading to a standard error adjustment that is a
提供机构：
美国国家经济研究局
创建时间：
2021-08-01
