An endogeneity-corrected bootstrap test on instrument relevance in instrumental variables estimation
Year of publication: |
2004
|
---|---|
Authors: | Jeong, Jinook |
Published in: |
The Korean economic review. - Seoul : KEA, ISSN 0254-3737, ZDB-ID 1385036-2. - Vol. 20.2004, 1, p. 3-33
|
Subject: | Nichtparametrisches Verfahren | Nonparametric statistics | Monte-Carlo-Simulation | Monte Carlo simulation | IV-Schätzung | Instrumental variables | Bootstrap-Verfahren | Bootstrap approach |
-
Dzemski, Andreas, (2014)
-
Semiparametric estimation of quantile treatment effects with endogeneity
Wüthrich, Kaspar, (2015)
-
A specification test for nonparametric instrumental variable regression
Gagliardini, Patrick, (2017)
- More ...
-
Bootstrap Tests Based on Goodness-of-Fit Measures for Nonnested Hypotheses in Regression Models
Jeong, Jinook, (2006)
-
Wild-Bootstrapped Variance Ratio Test for Autocorrelation in the Presence of Heteroskedasticity
Jeong, Jinook, (2006)
-
The Effect of Pseudo-exogenous Instrumental Variables on Hausman Test
Jeong, Jinook, (2007)
- More ...