Wild Bootstrap Tests for IV Regression
From MaRDI portal
Publication:3160936
DOI10.1198/jbes.2009.07221zbMath1198.62035MaRDI QIDQ3160936
James G. MacKinnon, Russell Davidson
Publication date: 11 October 2010
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/273611/files/qed_wp_1135.pdf
confidence interval; weak instruments; wild bootstrap; two-stage least squares; Anderson-Rubin test; residual bootstrap; instrumental variables estimation; pairs bootstrap
62G10: Nonparametric hypothesis testing
62J05: Linear regression; mixed models
62G15: Nonparametric tolerance and confidence regions
62G09: Nonparametric statistical resampling methods
Related Items
Functional Causal Mediation Analysis With an Application to Brain Connectivity, Bootstrap Confidence Sets with Weak Instruments, Robustness of Bootstrap in Instrumental Variable Regression, Bootstrap inference for instrumental variable models with many weak instruments, Higher order properties of the wild bootstrap under misspecification, Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter, The fast iterated bootstrap, Bootstrapping structural change tests, Wild bootstrap logrank tests with broader power functions for testing superiority, Bootstrap inference in a linear equation estimated by instrumental variables