False Positive Brought by Fat-tailed Weights? Re-examine the Impact of China’s Retaliatory Tariff to US House Election

Ye Sun
This paper scrutinizes the possible violation of some WLS presumptions in empirical projects. In general, for the WLS estimator to be consistent, asymptotically normal and Eicker-Huber-White’s heteroskedastic standard error to converge to a non-random limit, one needs to make sure that the first and second moment of the interaction of weights, regressors, and noise are finite. This paper aims to raise the concern of the contamination of fat-tailed weights in a series of papers that...
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