Gradient wild bootstrap for instrumental variable quantile regressions with weak and few clusters
We study the gradient wild bootstrap-based 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 the Wald inference, w...
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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/2788 https://ink.library.smu.edu.sg/context/soe_research/article/3787/viewcontent/2408.10686v1.pdf |
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| Institution: | Singapore Management University |
| Language: | English |