Robustness of bootstrap in instrumental variable regression
Year of publication: |
2015
|
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Authors: | Camponovo, Lorenzo ; Otsu, Taisuke |
Published in: |
Econometric reviews. - Philadelphia, Pa. : Taylor & Francis, ISSN 0731-1761, ZDB-ID 797463-2. - Vol. 34.2015, 1/5, p. 352-393
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Subject: | Bootstrap | Breakdown point | Instrumental variable regression | Robustness | Bootstrap-Verfahren | Bootstrap approach | Robustes Verfahren | Robust statistics | IV-Schätzung | Instrumental variables | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
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