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Keywords: Size-correct
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Journal Articles
Journal:
Critical Finance Review
Critical Finance Review (2025) 14 (1): 179–185.
Published: 19 March 2025
...Frank Kleibergen; Zhaoguo Zhan Statistical tests need to be size-correct, i.e., their rejection frequencies under the null hypothesis should not exceed the nominal significance level, before we can talk about their power. It is well established in the weak identification literature that commonly...
