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Regression discontinuity designs, white noise models, and minimax
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Journal of Econometrics, 2020
A robust permutation test for subvector inference in linear regressions
We develop a new permutation test for inference on a subvector of coefficients in linear models. The test is exact when the regressors and the error terms are independent. Then we show that the test i ...
Quantitative Economics, Vol. 15, No. 1, pages 27-87, 2024