On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487)
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scientific article; zbMATH DE number 6952489
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity |
scientific article; zbMATH DE number 6952489 |
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On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (English)
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12 October 2018
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subvector inference
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linear IV model
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Anderson-Rubin test
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plug-in estimator
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weak identification
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bootstrap inconsistency
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Edgeworth expansion
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asymptotic size
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Bonferroni-based size-correction
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