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Bootstrap validity for the score test when instruments may be weak - MaRDI portal

Bootstrap validity for the score test when instruments may be weak (Q302097)

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scientific article; zbMATH DE number 6600650
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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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