This paper studies robustness of bootstrap inference methods for instrumental variable (IV)regression models. We …) estimator introduced by Cížek (2008, 2009),and compare the pairs and implied probability bootstrap approximations for these … statistics byapplying the finite sample breakdown point theory. In particular, we study limiting behaviors ofthe bootstrap …

This paper studies robustness of bootstrap inference methods for instrumental variable regression models. In particular …, we compare the uniform weight and implied probability bootstrap approximations for parameter hypothesis test statistics … by applying the breakdown point theory, which focuses on behaviors of the bootstrap quantiles when outliers take …

This paper studies robustness of bootstrap inference methods under moment conditions. In particular, we compare the … uniform weight and implied probability bootstraps by analyzing behaviors of the bootstrap quantiles when outliers take … arbitrarily large values, and derive the breakdown points for those bootstrap quantiles. The breakdown point properties …

Abadie and Imbens (2008) showed that the standard naive bootstrap is inconsistent to estimate the distribution of the … inference method for the matching estimators based on the wild bootstrap. The key idea is to resample not only the regression … is valid even for the case of vector covariates by incorporating the bias correction method in Abadie and Imbens (2011 …

This paper studies robustness of bootstrap inference methods for instrumental variable (IV)regression models. We …) estimator introduced by Cížek (2008, 2009),and compare the pairs and implied probability bootstrap approximations for these … statistics byapplying the finite sample breakdown point theory. In particular, we study limiting behaviors ofthe bootstrap …

censored population. We then correct the derivative for the effects of the selection bias. We propose nonparametric and …

censored population. We then correct the derivative for the effects of the selection bias. We propose nonparametric and …