5 citations · 5 across the 2 of their papers we have counts for
3 papers
Projection Inference for set-identified SVARs
Bulat Gafarov, Matthias Meier, José Luis Montiel Olea
We study the properties of the classical \emph{projection} method to conduct simultaneous inference about the coefficients of the structural impulse-response function and their ide…
A Powerful Subvector Anderson Rubin Test in Linear Instrumental Variables Regression with Conditional Heteroskedasticity
Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis
We introduce a new test for a two-sided hypothesis involving a subset of the structural parameter vector in the linear instrumental variables (IVs) model. Guggenberger et al. (2019…
A Test for Kronecker Product Structure Covariance Matrix
Patrik Guggenberger, Frank Kleibergen, Sophocles Mavroeidis
We propose a test for a covariance matrix to have Kronecker Product Structure (KPS). KPS implies a reduced rank restriction on a certain transformation of the covariance matrix and…