Bootstrap validity for the score test when instruments may be weak (Q302097)
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scientific article; zbMATH DE number 6600650
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| default for all languages | No label defined |
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| English | Bootstrap validity for the score test when instruments may be weak |
scientific article; zbMATH DE number 6600650 |
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Bootstrap validity for the score test when instruments may be weak (English)
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4 July 2016
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bootstrap
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\(t\)-statistic
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score statistic
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identification
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non-regular case
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Edgeworth expansion
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instrumental variable regression
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0.8447752594947815
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0.8247330784797668
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0.8201757073402405
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0.8084166049957275
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