Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
Year of publication: |
2006-02
|
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Authors: | Davidson, Russell ; MacKinnon, James G. |
Institutions: | Economics Department, Queen's University |
Subject: | bootstrap test | weak instruments | anderson-rubin test | conditional LR test | wald test | instrumental variables |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Number 1024 42 pages |
Classification: | C12 - Hypothesis Testing ; C15 - Statistical Simulation Methods; Monte Carlo Methods ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
Source: |
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Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
Davidson, Russell, (2006)
-
Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
Davidson, Russell, (2008)
-
Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
Davidson, Russell, (2008)
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Graphical Methods for Investigating the Size and Power of Hypothesis Tests
Davidson, Russell, (1994)
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A New Form of the Information Matrix Test
Davidson, Russell, (1988)
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Tests for Model Specification in the Presence of Alternative Hypotheses: Some Further Results
Davidson, Russell, (1981)
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