diff --git a/azure-pipelines.yml b/azure-pipelines.yml
index 905c113df..02d54fe7e 100644
--- a/azure-pipelines.yml
+++ b/azure-pipelines.yml
@@ -192,13 +192,14 @@ jobs:
 - template: azure-pipelines-steps.yml
   parameters:
     package: '-e .[tf,plt]'
+    versions: ['3.6', '3.7', '3.8', '3.9']
     job:
       job: Tests_main
       dependsOn: 'EvalChanges'
       condition: eq(dependencies.EvalChanges.outputs['output.testCode'], 'True')
       displayName: 'Run tests (main)'
       steps:
-      - script: 'pip install pytest pytest-runner && python setup.py pytest'
+      - script: 'pip install pytest pytest-runner "coverage<6.4.1" && python setup.py pytest'
         displayName: 'Unit tests'
         env:
           PYTEST_ADDOPTS: '-m "not (notebook or automl or dml or serial or cate_api)" -n 2'
diff --git a/econml/tests/test_linear_model.py b/econml/tests/test_linear_model.py
index fda93d5c9..ac012e009 100644
--- a/econml/tests/test_linear_model.py
+++ b/econml/tests/test_linear_model.py
@@ -51,6 +51,11 @@ def setUpClass(cls):
         cls.y_2D_consistent = np.concatenate((TestLassoExtensions.y_simple.reshape(-1, 1),
                                               TestLassoExtensions.y2_full.reshape(-1, 1)), axis=1)
 
+    def test_can_clone(self):
+        for model in [WeightedLasso(), WeightedLassoCV(), WeightedMultiTaskLassoCV(),
+                      WeightedLassoCVWrapper(), DebiasedLasso(), MultiOutputDebiasedLasso()]:
+            clone(model)
+
     #################
     # WeightedLasso #
     #################