Wild Bootstrap Tests for IV Regression
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Publication:3160936
DOI10.1198/jbes.2009.07221zbMath1198.62035MaRDI QIDQ3160936
James G. MacKinnon, Russell Davidson
Publication date: 11 October 2010
Published in: Journal of Business & Economic Statistics (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/273611/files/qed_wp_1135.pdf
confidence interval; weak instruments; wild bootstrap; two-stage least squares; Anderson-Rubin test; residual bootstrap; instrumental variables estimation; pairs bootstrap
62G10: Nonparametric hypothesis testing
62J05: Linear regression; mixed models
62G15: Nonparametric tolerance and confidence regions
62G09: Nonparametric statistical resampling methods
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