Wild bootstrap tests for iv regression

Journal of Business and Economic Statistics

Volumn 28, Issue 1, 2010, Pages 128-144

  Davidson, Russell ^a   MacKinnon, James G ^b  

^a MCGILL UNIVERSITY   (Canada)

^b QUEEN S UNIVERSITY   (Canada)

Author keywords

Anderson Rubin test; Confidence interval; Instrumental variables estimation; Pairs bootstrap; Residual bootstrap; Two stage least squares; Weak instruments; Wild bootstrap

Indexed keywords

EID: 73149106214     PISSN: 07350015     EISSN: None     Source Type: Journal    
DOI: 10.1198/jbes.2009.07221     Document Type: Article

References (24)

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