On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487)
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scientific article; zbMATH DE number 6952489
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| English | On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity |
scientific article; zbMATH DE number 6952489 |
Statements
On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (English)
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12 October 2018
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subvector inference
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linear IV model
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Anderson-Rubin test
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plug-in estimator
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weak identification
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bootstrap inconsistency
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Edgeworth expansion
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asymptotic size
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Bonferroni-based size-correction
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0.852631688117981
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0.8453554511070251
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0.8184792995452881
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0.803808331489563
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0.7945075035095215
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