Econometrics Paper
Applications of cross-fit variance estimator for testing model specification, overidentification, and structural parameter hypotheses
Yukitoshi Matsushita, Taisuke Otsu and Keita Sunada
This paper advocates that power improvement based on the cross-fit variance estimator, proposed by Mikusheva and Sun (2022), is generally applicable to other econometric inference problems, where the statistics of intere...Read more...