Bootstrap validity for the score test when instruments may be weak

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Cites work

scientific article; zbMATH DE number 3907556 (Why is no real title available?)
scientific article; zbMATH DE number 4020197 (Why is no real title available?)
scientific article; zbMATH DE number 3517666 (Why is no real title available?)
scientific article; zbMATH DE number 1324089 (Why is no real title available?)
scientific article; zbMATH DE number 1484400 (Why is no real title available?)
A Conditional Likelihood Ratio Test for Structural Models
A bootstrap approach to moment selection
A method for simulating non-normal distributions
Approximate Power Functions for Some Robust Tests of Regression Coefficients
Asymptotic Approximations to Distributions
Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
Bootstrap Sample Size in Nonregular Cases
Bootstrap methods: another look at the jackknife
Bootstrapping Realized Volatility
Bootstrapping and empirical edgeworth expansions in multiple linear regression models
Consistency in Nonlinear Econometric Models: A Generic Uniform Law of Large Numbers
Convex Analysis
Edgeworth expansion in regression models
Edgeworth expansions for bootstrapping regression models
GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
GMM with Weak Identification
Handbook of econometrics. Vol. 5
Inconsistency of the Bootstrap when a Parameter is on the Boundary of the Parameter Space
Inference on Structural Parameters in Instrumental Variables Regression with Weak Instruments
Instrumental Variables Regression with Weak Instruments
On the validity of the formal Edgeworth expansion
Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
Refinements of the multidimensional central limit theorem and applications
Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
Some asymptotic theory for the bootstrap
The bootstrap and Edgeworth expansion

Cited in

(12)

Wild bootstrap inference for instrumental variables regressions with weak and few clusters
Applications of subsampling, hybrid, and size-correction methods
On bootstrap validity for specification testing with many weak instruments
Near exogeneity, weak identification and specification testing: Some asymptotic results
Generalized empirical likelihood tests in time series models with potential identification failure
Bootstrap inference for instrumental variable models with many weak instruments
Bootstrap confidence sets with weak instruments
On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification
On the inconsistency of nonparametric bootstraps for the subvector Anderson-Rubin test
On bootstrap validity for specification tests with weak instruments
On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
GEL statistics under weak identification

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