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A Combinatorial Central Limit Theorem for Stratified Randomization

Abstract

This paper establishes a combinatorial central limit theorem for stratified randomization that holds under Lindeberg-type conditions and allows for a growing number of large and small strata. The result is then applied to derive the asymptotic distributions of two test statistics proposed in a finite population setting with randomly assigned instruments and a super population instrumental variables model, both having many strata.

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