Bootstrap inference in a linear equation estimated by instrumental variables

Econometrics Journal

Volumn 11, Issue 3, 2008, Pages 443-477

  Davidson, Russell ^a   Mackinnon, James G ^b  

^a MCGILL UNIVERSITY   (Canada)

^b QUEEN S UNIVERSITY   (Canada)

Author keywords

Anderson Rubin test; Bootstrap test; Conditional LR test; K test; Wald test; Weak instruments

Indexed keywords

EID: 55849147310     PISSN: 13684221     EISSN: 1368423X     Source Type: Journal    
DOI: 10.1111/j.1368-423X.2008.00247.x     Document Type: Article

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