On the Inconsistency of Nonparametric Bootstraps for the Subvector Anderson-Rubin Test

Author:

Wang Wenjie

Publisher

Elsevier BV

Reference12 articles.

1. Identification-robust subvector inference;D W Andrews;Cowles Foundation Discussion Paper 2105,2017

2. Asymptotic size and a problem with subsampling and with the m out of n bootstrap;D W Andrews;Econometric Theory,2010

3. Weak instruments in instrumental variables regression: Theory and practice;I Andrews;Annual Review of Economics,2019

4. Bootstrap inference for misspecified moment condition models;M Giurcanu;Annals of the Institute of Statistical Mathematics,2018

5. Maximum likelihood and the bootstrap for nonlinear dynamic models;S Gon�alves;Journal of Econometrics,2004

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