Robustness of Bootstrap in Instrumental Variable Regression

DOI10.1080/07474938.2014.944803zbMath1491.62189OpenAlexW2001492029MaRDI QIDQ5080514

Taisuke Otsu, Lorenzo Camponovo

Publication date: 31 May 2022

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

Full work available at URL: http://eprints.lse.ac.uk/60185/

zbMATH Keywords

bootstraprobustnessbreakdown pointinstrumental variable regression

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Robustness and adaptive procedures (parametric inference) (62F35) Nonparametric statistical resampling methods (62G09)

Related Items (1)

Generalized method of trimmed moments

Uses Software

• robustbase
• robivreg

Cites Work

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