Bootstrap inference for instrumental variable models with many weak instruments
Year of publication: |
May 2016
|
---|---|
Authors: | Wang, Wenjie ; Melou, Maximilien Kaffo |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 192.2016, 1, p. 231-268
|
Subject: | Bootstrap | Many instruments | Weak instruments | LIML | FULL | Corrected standard error | IV-Schätzung | Instrumental variables | Theorie | Theory | Bootstrap-Verfahren | Bootstrap approach |
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