On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
Wenjie Wang, Firmin Doko Tchatoka
| Year of publication: |
2018
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|---|---|
| Authors: | Wang, Wenjie ; Doko Tchatoka, Firmin |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 207.2018, 1, p. 188-211
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| Subject: | Anderson-Rubin test | Asymptotic size | Bonferroni-based size-correction | Bootstrap inconsistency | Edgeworth expansion | Linear IV model | Plug-in estimator | Subvector inference | Weak identification | Bootstrap-Verfahren | Bootstrap approach | Schätztheorie | Estimation theory | Statistischer Test | Statistical test |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2018.07.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012116230