Detecting weak identification by bootstrap
From MaRDI portal
Cites work
- A Conditional Likelihood Ratio Test for Structural Models
- A New Specification Test for the Validity of Instrumental Variables
- A Robust Test for Weak Instruments
- A simple test for identification in GMM under conditional moment restrictions
- A weak instrument \(F\)-test in linear IV models with multiple endogenous variables
- Alternative Approximations to the Distributions of Instrumental Variable Estimators
- Asymptotic Statistics
- Bootstrap and wild bootstrap for high dimensional linear models
- Bootstrap confidence sets with weak instruments
- Bootstrap methods: another look at the jackknife
- Bootstrap procedures under some non-i.i.d. models
- Bootstrap validity for the score test when instruments may be weak
- Bootstrapping Clustered Data
- Consistent Estimation with a Large Number of Weak Instruments
- Detecting lack of identification in GMM
- Discontinuities of weak instrument limiting distributions.
- Double robust inference for continuous updating GMM
- Efficient GMM with nearly-weak instruments
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
- GMM with Weak Identification
- scientific article; zbMATH DE number 3930130 (Why is no real title available?)
- scientific article; zbMATH DE number 5198649 (Why is no real title available?)
- Instrumental Variables Regression with Weak Instruments
- Jackknife, bootstrap and other resampling methods in regression analysis
- Large Sample Properties of Generalized Method of Moments Estimators
- On the validity of the formal Edgeworth expansion
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Prepivoting Test Statistics: A Bootstrap View of Asymptotic Refinements
- Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
- Testing for weak identification in possibly nonlinear models
- Testing Parameters in GMM Without Assuming that They Are Identified
- Testing the adequacy of conventional asymptotics in GMM
- The bootstrap and Edgeworth expansion
- The dependent wild bootstrap
- Weak Identification in Fuzzy Regression Discontinuity Designs
- Wild Bootstrap Tests for IV Regression
This page was built for publication: Detecting weak identification by bootstrap
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q7356609)