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Bootstrap and higher-order expansion validity when instruments may be weak
Moreira, Marcelo J.; Porter, Jack; Suárez, Gustavo A. - 2004
Persistent link: https://www.econbiz.de/10002436398
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OPTIMAL INFERENCE IN REGRESSION MODELS WITH NEARLY INTEGRATED REGRESSORS
Jansson, Michael; Moreira, Marcelo J. - 2004
Persistent link: https://www.econbiz.de/10005924384
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Optimal invariant similar tests for instrumental variables regression
Andrews, Donald W. K.; Moreira, Marcelo J.; Stock, James H. - 2004
Persistent link: https://www.econbiz.de/10002188332
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Optimal inference in regression models with nearly integrated regressors
Jansson, Michael; Moreira, Marcelo J. - 2004
Persistent link: https://www.econbiz.de/10002436408