Bootstrap validity for the score test when instruments may be weak
From MaRDI portal
Publication:302097
DOI10.1016/j.jeconom.2008.10.008zbMath1429.62065MaRDI QIDQ302097
F. Blanchet-Sadri, M. Dambrine
Publication date: 4 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.10.008
identification; bootstrap; Edgeworth expansion; \(t\)-statistic; instrumental variable regression; non-regular case; score statistic
62P20: Applications of statistics to economics
62E20: Asymptotic distribution theory in statistics
62J05: Linear regression; mixed models