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Anderson-Rubin test
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Fast and Wild: Bootstrap Inference in Stata Using boottest
Roodman, David Malin
;
MacKinnon, James G.
;
Nielsen, …
-
2018
bootstrap, boottest can also perform the ordinary (non-clustered) version. Wrappers offer classical Wald, score/LM, and
Anderson
…
Persistent link: https://www.econbiz.de/10011939457
Saved in:
2
Bootstrap tests for overidentification in linear regression models
Davidson, Russell
;
MacKinnon, James G.
-
2014
related to the well-known test statistic of
Anderson
and Rubin. The distributions of the overidentification statistics are …
Persistent link: https://www.econbiz.de/10010368288
Saved in:
3
Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
Davidson, Russell
;
MacKinnon, James G.
-
2008
estimated by instrumental variables. We show that writing all the test statistics -- Student's t,
Anderson
-Rubin, the LM …
Persistent link: https://www.econbiz.de/10011940771
Saved in:
4
Bootstrap Inference in a Linear Equation Estimated by Instrumental Variables
Davidson, Russell
;
MacKinnon, James G.
-
2006
estimated by instrumental variables. We show that all the test statistics--Student's t,
Anderson
-Rubin, Kleibergen's K, and …
Persistent link: https://www.econbiz.de/10011940646
Saved in:
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