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The case against JIVE
Davidson, Russell (contributor);  … - 2004 - Rev.
Persistent link: https://www.econbiz.de/10003595089
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Wild bootstrap tests for IV regression
Davidson, Russell (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003595117
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The power of bootstrap and asymptotic tests
Davidson, Russell (contributor);  … - 2004
Persistent link: https://www.econbiz.de/10003595159
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The case against jive
Davidson, Russell; MacKinnon, James G. - In: Journal of applied econometrics 21 (2006) 6, pp. 827-833
Persistent link: https://www.econbiz.de/10003387926
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Comment on "The case against jive"
Ackerberg, Daniel A.; Devereux, Paul J. - In: Journal of applied econometrics 21 (2006) 6, pp. 835-838
Persistent link: https://www.econbiz.de/10003387927
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The case against jive : a comment
Blomquist, Nils Sören; Dahlberg, Matz - In: Journal of applied econometrics 21 (2006) 6, pp. 839-841
Persistent link: https://www.econbiz.de/10003387930
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Reply to Ackerberg and Devereux and Blomquist and Dahlberg on "The case against jive"
Davidson, Russell; MacKinnon, James G. - In: Journal of applied econometrics 21 (2006) 6, pp. 843-844
Persistent link: https://www.econbiz.de/10003387934
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Bootstrap confidence sets with weak instruments
Davidson, Russell; MacKinnon, James G. - 2011
We study several methods of constructing confidence sets for the coefficient of the single right-hand-side endogenous variable in a linear equation with weak instruments. Two of these are based on conditional likelihood ratio (CLR) tests, and the others are based on inverting t statistics or the...
Persistent link: https://www.econbiz.de/10009308299
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Bootstrap confidence sets with weak instruments
Davidson, Russell; MacKinnon, James G. - In: Econometric reviews 33 (2014) 5/6, pp. 651-675
Persistent link: https://www.econbiz.de/10010363895
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Confidence sets based on inverting Anderson–Rubin tests
Davidson, Russell; MacKinnon, James G. - In: The econometrics journal 17 (2014) 2, pp. 39-58
Persistent link: https://www.econbiz.de/10010498734