Bootstrap inference for instrumental variable models with many weak instruments
Wenjie Wang, Maximilien Kaffo
| Year of publication: |
May 2016
|
|---|---|
| Authors: | Wang, Wenjie ; Melou, Maximilien Kaffo |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 1, p. 231-268
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| Subject: | Bootstrap | Many instruments | Weak instruments | LIML | FULL | Corrected standard error | Bootstrap-Verfahren | Bootstrap approach | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2015.12.016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011617149