2 papers
econ.EM2026
Jackknife Instrumental Variable Inference
Federico Crudu, Giovanni Mellace, Zsolt Sándor
This paper introduces a class of jackknife-based test statistics for linear regression models with endogeneity and heteroskedasticity in the presence of many potentially weak instr…
math.ST2026
An invariant modification of the bilinear form test
Angelo Garate, Felipe Osorio, Federico Crudu
The invariance properties of certain likelihood-based asymptotic tests as well as their extensions for M-estimation, estimating functions and the generalized method of moments have…