Summary
This award will fund a research project to improve the methodology for testing coefficients in linear regressions. Linear regression has been the workhorse of empirical research in economics but existing methods of making inference about estimates cannot produce results that are appropriate without making restrictive assumptions about the distribution of error terms in small samples or relying on infinitely large sample properties. This research will develop new test methods that are appropriate without regard to assumptions about the distribution of the underlying error terms or sample size
