Camponovo, Lorenzo; Otsu, Taisuke - Suntory and Toyota International Centres for Economics … - 2014
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 …