On bootstrap validity for specification tests with weak instruments

DOI10.1111/ECTJ.12042OpenAlexW2107479084MaRDI QIDQ5091818

Firmin Doko Tchatoka

Publication date: 27 July 2022

Published in: The Econometrics Journal (Search for Journal in Brave)

Full work available at URL: http://eprints.utas.edu.au/16875/1/2013-05_Bootstrapping_DWHTestsEctxJ_Doko.pdf

zbMATH Keywords

Edgeworth expansionweak instrumentsbootstrap validityDurbin-Wu-Hausman testsexogeneity testing

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (4)

Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory ⋮ Testing Endogeneity with High Dimensional Covariates ⋮ On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity ⋮ Near exogeneity, weak identification and specification testing: Some asymptotic results

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