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econ.EM2025
The exact distribution of the conditional likelihood-ratio test in instrumental variables regression
Malte Londschien
We derive the exact asymptotic distribution of the conditional likelihood-ratio test in instrumental variables regression under weak instrument asymptotics and for multiple endogen…
econ.EM2025
A statistician's guide to weak-instrument-robust inference in instrumental variables regression with illustrations in Python
Malte Londschien
We provide an overview of results relating to estimation and weak-instrument-robust inference in instrumental variables regression. Methods are implemented in the ivmodels software…