Bootstrap inference in a linear equation estimated by instrumental variables
By Russell Davidson, James G. MacKinnon. 2008
50 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Statistics and Probability
View Paper: https://www.semanticscholar.org/paper/ce37c3fe188db00299e5a50d134f62cfc4fb1bb5
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- James G. MacKinnon
- Elizabeth Tipton
- James Pustejovsky
- Morten Ørregaard Nielsen
- Michael Pfaffermayr
- M. D. Cattaneo
- Matthew D. Webb
- Andreas Hagemann
In Statistics and Probability
- James G. MacKinnon
- Elizabeth Tipton
- James Pustejovsky
- Morten Ørregaard Nielsen
- Michael Pfaffermayr
- M. D. Cattaneo
- Matthew D. Webb
- Whitney K. Newey
Citations in the corpus
- Bootstrap Hypothesis Testing (2007, background): “It was shown in Davidson and MacKinnon (2008) that, in the case in which there is just one endogenous right-hand-side variable, t statistics for β2 = 0 are far more reliable when the bootstrap DGP uses Π̂ ′ and V̂ ′ than when it uses Π̂ and V̂ .”