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~isPartOf:"Working Papers / Economics Department, Queen's University"
~language:"und"
~person:"Davidson, Russell"
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instrumental variables
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JIVE
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anderson-rubin test
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bootstrap test
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moments
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Davidson, Russell
MacKinnon, James G.
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Christensen, Bent Jesper
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Nielsen, Morten Ørregaard
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Bootstrap Inference in a Linear Equation Estimated by
Instrumental
Variables
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
2006
estimated by
instrumental
variables
. We show that all the test statistics--Student's t, Anderson-Rubin, Kleibergen's K, and …
Persistent link: https://www.econbiz.de/10005787714
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2
Moments of IV and JIVE Estimators
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
2006
instrumental
variables
and related estimators in the linear regression model. For generalized IV estimators, we obtain familiar …
Persistent link: https://www.econbiz.de/10005688414
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