Wild bootstrap inference for instrumental variables regressions with weak and few clusters
We study the wild bootstrap inference for instrumental variable regressions under an alternative asymptotic framework that the number of independent clusters is fixed, the size of each cluster diverges to infinity, and the within cluster dependence is sufficiently weak. We first show that the wild b...
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| Main Authors: | , |
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| Format: | text |
| Language: | English |
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Institutional Knowledge at Singapore Management University
2024
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/soe_research/2741 https://ink.library.smu.edu.sg/context/soe_research/article/3740/viewcontent/Wildbootstrap_clusters_sv.pdf |
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| Institution: | Singapore Management University |
| Language: | English |