Bootstrap Confidence Sets With Weak Instruments
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- Russell Davidson & James G. MacKinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
- Russell Davidson & James G. Mackinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Post-Print hal-01463109, HAL.
References listed on IDEAS
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- Saporta-Eksten, Itay & Shurtz, Ity & Weisburd, Sarit, 2020. "Social Security, Labor Supply and Health of Older Workers: Quasi-Experimental Evidence from a Large Reform," IZA Discussion Papers 13263, Institute of Labor Economics (IZA).
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More about this item
Keywords
weak instruments; bootstrap; confidence sets; CLR test; LIML;All these keywords.
JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- C15 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Statistical Simulation Methods: General
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2011-10-15 (Econometrics)
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