On the inconsistency of nonparametric bootstraps for the subvector Anderson–Rubin test
Bootstrap procedures based on instrumental variable (IV) estimates or t-statistics are generally invalid when the instruments are weak. The bootstrap may even fail when applied to identification-robust test statistics. For subvector inference based on the Anderson–Rubin (AR) statistic, Wang and Doko...
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| 格式: | Article |
| 語言: | English |
| 出版: |
2022
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| 在線閱讀: | https://hdl.handle.net/10356/154887 |
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