Wild Bootstrap Tests for IV Regression
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Publication:3160936
DOI10.1198/jbes.2009.07221zbMath1198.62035OpenAlexW2145287466MaRDI 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 intervalweak instrumentswild bootstraptwo-stage least squaresAnderson-Rubin testresidual bootstrapinstrumental variables estimationpairs bootstrap
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Bootstrap Confidence Sets with Weak Instruments ⋮ Robustness of Bootstrap in Instrumental Variable Regression ⋮ Wild bootstrap logrank tests with broader power functions for testing superiority ⋮ Second order correctness of perturbation bootstrap M-estimator of multiple linear regression parameter ⋮ The fast iterated bootstrap ⋮ Bootstrap inference in a linear equation estimated by instrumental variables ⋮ Functional Causal Mediation Analysis With an Application to Brain Connectivity ⋮ Higher order properties of the wild bootstrap under misspecification ⋮ Bootstrapping structural change tests ⋮ Bootstrap inference for instrumental variable models with many weak instruments
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