Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds
Marie-Claude Beaulieu, Lynda Khalaf, Maral Kichian, and Olena Melin
| Year of publication: |
2022
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|---|---|
| Authors: | Beaulieu, Marie-Claude ; Khalaf, Lynda ; Kichian, Maral ; Melin, Olena |
| Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 1532-4168, ZDB-ID 2041746-9. - Vol. 41.2022, 10, p. 1205-1242
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| Subject: | Catastrophe bond mutual funds | endogeneity | finite-sample multivariate test | instrumental variable test | weak instruments | zero-beta asset | IV-Schätzung | Instrumental variables | Statistischer Test | Statistical test | Stichprobenerhebung | Sampling | Anleihe | Bond | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Induktive Statistik | Statistical inference | Bootstrap-Verfahren | Bootstrap approach |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07474938.2022.2114625 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013490702