collaborators

1 paper

econ.EM2026

Best Feasible Conditional Critical Values for a More Powerful Subvector Anderson-Rubin Test

Jesse Hoekstra, Frank Windmeijer

For subvector inference in the linear instrumental variables model under homoskedasticity but allowing for weak instruments, Guggenberger, Kleibergen and Mavroeidis (2019) (GKM) pr…