Bootstrap inference for instrumental variable models with many weak instruments
Author:
Funder
JSPS
FQRSC
Publisher
Elsevier BV
Subject
Applied Mathematics,Economics and Econometrics
Reference49 articles.
1. Inference in regression models with many regressors;Anatolyev;J. Econometrics,2012
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3. On the asymptotic optimality of the LIML estimator with possibly many instruments;Anderson;J. Econometrics,2010
4. On finite sample properties of alternative estimators of coefficients in a structural equation with many instruments;Anderson;J. Econometrics,2011
5. Estimation and inference with weak, semi-strong, and strong identification;Andrews;Econometrica,2012
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