Bootstrap Confidence Sets with Weak Instruments
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Publication:5080463
DOI10.1080/07474938.2013.825177zbMath1491.62200MaRDI QIDQ5080463
Russell Davidson, James G. MacKinnon
Publication date: 31 May 2022
Published in: Econometric Reviews (Search for Journal in Brave)
Full work available at URL: https://ageconsearch.umn.edu/record/274076/files/qed_wp_1278.pdf
62P20: Applications of statistics to economics
62J05: Linear regression; mixed models
62G15: Nonparametric tolerance and confidence regions
62G09: Nonparametric statistical resampling methods
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