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Essays on Uniformly Valid Inference Procedures

Description:

The first chapter of this dissertation develops a two-stage inference method for structural parameters in the linear instrumental variables model. In the first stage, a new statistic is used to detect whether the correlation between the structural error and the reduced form error is small. In the second stage, a...

Keyword:

Inference and Econometrics

Subject:

Economics

Creator:

Sun Yi

Owner:

Scholarly Digital Publishing

Date Uploaded:

02/12/2018

Date Modified:

02/13/2018

Date Created:

2016-01-01

Resource Type:

Dissertation