Robustness of Bootstrap in Instrumental Variable Regression (Q5080514): Difference between revisions

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+Empirical likelihood block bootstrapping
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+On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood
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+Implied Probabilities in GMM Estimators
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+Breakdown point theory for implied probability bootstrap
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+Robust subsampling
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+Outlier Robust Finite Population Estimation
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+GENERAL TRIMMED ESTIMATION: ROBUST APPROACH TO NONLINEAR AND LIMITED DEPENDENT VARIABLE MODELS
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+Wild Bootstrap Tests for IV Regression
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+Q3673862
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+Bootstrapping regression models
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+Robust GMM tests for structural breaks
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+Maximum trimmed likelihood estimators: a unified approach, examples, and algorithms
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Intentionally Biased Bootstrap Methods
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+A General Qualitative Definition of Robustness
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+Q3723487
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+Breakdown Robustness of Tests
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+Least tail-trimmed squares for infinite variance autoregressions
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+Moment condition tests for heavy tailed time series
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+Information Theoretic Approaches to Inference in Moment Condition Models
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+Empirical likelihood methods with weakly dependent processes
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+Robustness, Infinitesimal Neighborhoods, and Moment Restrictions
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+Resistant Estimation for Simultaneous-Equations Models Using Weighted Instrumental Variables
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+Robust Statistics
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+Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
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+Empirical likelihood ratio confidence intervals for a single functional
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+Robust inference with GMM estimators
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+Fast and robust bootstrap
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+Bootstrapping robust estimates of regression
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+Breakdown theory for bootstrap quantiles
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