Asymptotic F tests under possibly weak identification

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Asymptotic F tests under possibly weak identification

Martínez-Iriarte, Julián, Sun, Yixiao, Wang, Xuexin
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Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2019.10.011
Date:
February, 2020
File:
PDF, 754 KB
2020
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