Bootstrap validity for the score test when instruments may be weak
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Publication:302097
DOI10.1016/j.jeconom.2008.10.008zbMath1429.62065OpenAlexW2064763319MaRDI QIDQ302097
F. Blanchet-Sadri, M. Dambrine
Publication date: 4 July 2016
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2008.10.008
identificationbootstrapEdgeworth expansion\(t\)-statisticinstrumental variable regressionnon-regular casescore statistic
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Linear regression; mixed models (62J05)
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