On bootstrap validity for specification tests with weak instruments
Year of publication: |
2015
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Authors: | Doko Tchatoka, Firmin |
Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-4221, ZDB-ID 1412265-0. - Vol. 18.2015, 1, p. 137-146
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Subject: | Bootstrap validity | Durbin-Wu-Hausman tests | Edgeworth expansion | Exogeneity testing | Weak instruments | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Monte-Carlo-Simulation | Monte Carlo simulation | Stichprobenerhebung | Sampling |
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On bootstrap validity for specification tests with weak instruments
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