1 citations · 1 across the 2 of their papers we have counts for
2 papers
econ.EM2023
Unified and robust Lagrange multiplier type tests for cross-sectional independence in large panel data models
Zhenhong Huang, Zhaoyuan Li, Jianfeng Yao
This paper revisits the Lagrange multiplier type test for the null hypothesis of no cross-sectional dependence in large panel data models. We propose a unified test procedure and i…
econ.EM2023★ 1 cited
The First-stage F Test with Many Weak Instruments
Zhenhong Huang, Chen Wang, Jianfeng Yao
A widely adopted approach for detecting weak instruments is to use the first-stage statistic. While this method was developed with a fixed number of instruments, its performanc…