Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds
Year of publication: |
2022
|
---|---|
Authors: | Beaulieu, Marie-Claude ; Khalaf, Lynda ; Kichian, Maral ; Melin, Olena |
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 |
-
Identification‐ and singularity‐robust inference for moment condition models
Andrews, Donald W. K., (2019)
-
Efficient size correct subset inference in homoskedastic linear instrumental variables regression
Kleibergen, Frank, (2021)
-
Identification‐robust inference for endogeneity parameters in models with an incomplete reduced form
Dufour, Jean-Marie, (2022)
- More ...
-
Beaulieu, Marie-Claude, (2023)
-
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
Beaulieu, Marie-Claude, (2011)
-
An Identification-Robust Test for Time-Varying Parameters in the Dynamics of Energy Prices
Beaulieu, Marie-Claude, (2014)
- More ...