Bootstrap inference in a linear equation estimated by instrumental variables
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Reference23 articles.
1. Estimation of the parameters of a single equation in a complete set of stochastic equations;Anderson;Annals of Mathematical Statistics,1949
2. Optimal two-sided invariant similar tests for instrumental variables regression;Andrews;Econometrica,2006
3. Prepivoting test statistics: a bootstrap view of asymptotic refinements;Beran;Journal of the American Statistical Association,1988
4. The size distortion of bootstrap tests;Davidson;Econometric Theory,1999
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