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econ.EM2026
Power enhancement via cross-fit variance estimation: Applications to specification, overidentification, and many-restriction testing
Keita Sunada, Yukitoshi Matsushita, Taisuke Otsu
Quadratic-form test statistics are widely used in econometrics, and their performance depends on accurate variance estimation. Conventional plug-in estimators are consistent under…
econ.EM2026
Closed-form estimation and uniform inference in additively separable triangular models with a nonseparable first stage
Keita Sunada
This paper studies the nonparametric identification and estimation of additively separable triangular models with continuous endogenous and instrumental variables, allowing for a n…