Bootstrap Confidence Sets with Weak Instruments

DOI10.1080/07474938.2013.825177zbMath1491.62200OpenAlexW2159861303MaRDI QIDQ5080463

Russell Davidson, James G. MacKinnon

Publication date: 31 May 2022

Published in: Econometric Reviews (Search for Journal in Brave)

Full work available at URL: https://ageconsearch.umn.edu/record/274076/files/qed_wp_1278.pdf

zbMATH Keywords

bootstrapconfidence setsweak instruments

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Linear regression; mixed models (62J05) Nonparametric tolerance and confidence regions (62G15) Nonparametric statistical resampling methods (62G09)

Related Items

Bootstrap inference for instrumental variable models with many weak instruments ⋮ OLS and IV estimation of regression models including endogenous interaction terms

Uses Software

• bootlib

Cites Work

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