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~person:"Davidson, Russell"
~subject:"Bootstrap-Verfahren"
~subject:"confidence interval"
~subject:"weak instruments"
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Search: subject:"instrumental variables"
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Bootstrap-Verfahren
confidence interval
weak instruments
instrumental variables
9
Instrumental variables
6
IV-Schätzung
5
JIVE
5
two-stage least squares
5
LIML
4
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Estimation theory
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Instrumental variables estimation
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Davidson, Russell
Chao, John C.
10
Swanson, Norman R.
9
MacKinnon, James G.
8
Windmeijer, Frank
7
Doko Tchatoka, Firmin
5
Hausman, Jerry A.
5
Kleibergen, Frank
5
Newey, Whitney K.
5
Wang, Wenjie
5
Woutersen, Tiemen
5
Camponovo, Lorenzo
4
Chen, Xiaohong
4
Horowitz, Joel
4
Otsu, Taisuke
4
Andrews, Isaiah
3
Baum, Christopher
3
Freyberger, Joachim
3
Ghirelli, Corinna
3
Keane, Michael P.
3
Kitagawa, Toru
3
Melou, Maximilien Kaffo
3
Moreira, Marcelo J.
3
Neal, Timothy
3
Poi, Brian P.
3
Schaffer, Mark
3
Stillman, Steven
3
Stock, James H.
3
Andrews, Donald W. K.
2
Andrews, Donald W.K.
2
Armstrong, Timothy B.
2
Boldea, Otilia
2
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2
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2
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2
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2
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4
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Confidence Sets Based on Inverting Anderson-Rubin Tests
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
2011
Economists are often interested in the coefficient of a single endogenous explanatory variable in a linear simultaneous equations model. One way to obtain a confidence set for this coefficient is to invert the Anderson-Rubin test. The "AR confidence sets" that result have correct coverage under...
Persistent link: https://www.econbiz.de/10008776049
Saved in:
2
Confidence sets based on inverting Anderson-Rubin tests
Davidson, Russell
;
MacKinnon, James G.
-
2011
Economists are often interested in the coefficient of a single endogenous explanatory variable in a linear simultaneous equations model. One way to obtain a confidence set for this coefficient is to invert the Anderson-Rubin test. The AR confidence sets that result have correct coverage under...
Persistent link: https://www.econbiz.de/10010290355
Saved in:
3
Wild bootstrap tests for IV regression
Davidson, Russell
;
Mackinnon, James
-
HAL
-
2009
We propose a wild bootstrap procedure for linear regression models estimated by
instrumental
variables
. Like other …
Persistent link: https://www.econbiz.de/10008794398
Saved in:
4
Wild Bootstrap Tests for IV Regression
Davidson, Russell
;
MacKinnon, James G.
-
2008
We propose a wild bootstrap procedure for linear regression models estimated by
instrumental
variables
. Like other …
Persistent link: https://www.econbiz.de/10011940749
Saved in:
5
Wild Bootstrap Tests for IV Regression
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
2008
We propose a wild bootstrap procedure for linear regression models estimated by
instrumental
variables
. Like other …
Persistent link: https://www.econbiz.de/10005688408
Saved in:
6
Bootstrap Inference in a Linear Equation Estimated by
Instrumental
Variables
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
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/10005787714
Saved in:
7
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:
8
The Case Against JIVE
Davidson, Russell
;
MacKinnon, James G.
-
Economics Department, Queen's University
-
2004
Instrumental
Variables
Estimator," or JIVE, with that of the more familiar 2SLS and LIML estimators. We find no evidence to suggest …
Persistent link: https://www.econbiz.de/10005787665
Saved in:
9
The Case Against JIVE
Davidson, Russell
;
MacKinnon, James G.
-
2004
Instrumental
Variables
Estimator," or JIVE, with that of the more familiar 2SLS and LIML estimators. We find no evidence to suggest …
Persistent link: https://www.econbiz.de/10011940653
Saved in:
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