. We then apply this result to derive a Gaussian multiplier bootstrap procedure for constructing honest confidence bands … the optimal, non-conservative resolution levels via a Gaussian multiplier bootstrap method. …

. We then apply this result to derive a Gaussian multiplier boot-strap procedure for constructing honest confidence bands … computes the optimal, non-conservative resolution levels via a Gaussian multiplier bootstrap method. …

order. Combining these equations with sample splitting yields higher-order bias-corrected estimators of target parameters …

We consider the bias of the 2SLS estimator in the linear instrumental vari-ables regression with one endogenous … regressor only. By using asymptotic expansion techniques we approximate 2SLS coefficient estimation bias under various scenarios … regarding the number and strength of instruments.The resulting approximation encompasses existing bias approximations, which are …

parameter problem. We develop analytical and jackknife bias corrections for nonlinear models with both individual and time … effects introduce additional incidental parameter bias. As the existing bias corrections apply to models with only individual …, probit, ordered probit, Tobit and Poisson models. Our analysis therefore extends the use of large-T bias adjustments to an …