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On the inconsistency of nonparametric bootstraps for the subvector Anderson-Rubin test
Wang, Wenjie - In: Economics letters 191 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012508550
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On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
Wang, Wenjie; Doko Tchatoka, Firmin - In: Journal of econometrics 207 (2018) 1, pp. 188-211
Persistent link: https://www.econbiz.de/10012116230
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A conditional linear combination test with many weak instruments
Lim, Dennis; Wang, Wenjie; Zhang, Yichong - In: Journal of econometrics 238 (2024) 2, pp. 1-20
Persistent link: https://www.econbiz.de/10015073857