Bootstrap validity for the score test when instruments may be weak (Q302097)
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scientific article; zbMATH DE number 6600650
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bootstrap validity for the score test when instruments may be weak |
scientific article; zbMATH DE number 6600650 |
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Bootstrap validity for the score test when instruments may be weak (English)
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4 July 2016
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bootstrap
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\(t\)-statistic
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score statistic
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identification
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non-regular case
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Edgeworth expansion
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instrumental variable regression
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