Wild bootstrap for instrumental variable regressions with weak and few clusters
We study the wild bootstrap inference for instrumental variable (quantile) regressions in the framework of a small number of large clusters, in which the number of clusters is viewed as fixed and the number of observations for each cluster diverges to infinity. For subvector inference, we show that...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2021
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2497 https://ink.library.smu.edu.sg/context/soe_research/article/3496/viewcontent/wild_bootstrap.pdf |
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| Institution: | Singapore Management University |
| Language: | English |