Bootstrap validity for the score test when instruments may be weak

Journal of Econometrics

Volumn 149, Issue 1, 2009, Pages 52-64

  Moreira, Marcelo J ^a,b   Porter, Jack R ^c   Suarez, Gustavo A ^d  

^a Och Spine at New York Presbyterian Hospitals   (United States)

^b FUNDAÇÃO GETÚLIO VARGAS   (Brazil)

^c UNIVERSITY OF WISCONSIN   (United States)

^d FEDERAL RESERVE BOARD   (United States)

Author keywords

Bootstrap; Edgeworth expansion; Identification; Instrumental variable regression; Non regular case; Score statistic; t statistic

Indexed keywords

BOOTSTRAP; EDGEWORTH EXPANSION; IDENTIFICATION; INSTRUMENTAL VARIABLE REGRESSION; NON-REGULAR CASE; SCORE STATISTIC; T-STATISTIC;

STATISTICS;

EID: 63149101495     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2008.10.008     Document Type: Article

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