FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2223323003> ?p ?o ?g. }

• W2223323003 endingPage "268" @default.
• W2223323003 startingPage "231" @default.
• W2223323003 abstract "This study’s main contribution is to theoretically analyze the application of bootstrap methods to instrumental variable models when the available instruments may be weak and the number of instruments goes to infinity with the sample size. We demonstrate that a standard residual-based bootstrap procedure cannot consistently estimate the distribution of the limited information maximum likelihood estimator or Fuller (1977) estimator under many/many weak instrument sequence. The primary reason is that the standard procedure fails to capture the instrument strength in the sample adequately. In addition, we consider the restricted efficient (RE) bootstrap of Davidson and MacKinnon (2008, 2010, 2014) that generates bootstrap data under the null (restricted) and uses an efficient estimator of the coefficient of the reduced-form equation (efficient). We find that the RE bootstrap is also invalid; however, it effectively mimics more key features in the limiting distributions of interest, and thus, is less distorted in finite samples than the standard bootstrap procedure. Finally, we propose modified bootstrap procedures that provide a valid distributional approximation for the two estimators with many/many weak instruments. A Monte Carlo experiment shows that hypothesis testing based on the asymptotic normal approximation can have severe size distortions in finite samples. Instead, our modified bootstrap procedures greatly reduce these distortions." @default.
• W2223323003 created "2016-06-24" @default.
• W2223323003 creator A5026733419 @default.
• W2223323003 creator A5043389034 @default.
• W2223323003 date "2016-05-01" @default.
• W2223323003 modified "2023-09-25" @default.
• W2223323003 title "Bootstrap inference for instrumental variable models with many weak instruments" @default.
• W2223323003 cites W1521448748 @default.
• W2223323003 cites W1795528494 @default.
• W2223323003 cites W1973554447 @default.
• W2223323003 cites W1973670512 @default.
• W2223323003 cites W1977723119 @default.
• W2223323003 cites W1982207278 @default.
• W2223323003 cites W1982471084 @default.
• W2223323003 cites W1987445923 @default.
• W2223323003 cites W1989535774 @default.
• W2223323003 cites W2000901237 @default.
• W2223323003 cites W2001664148 @default.
• W2223323003 cites W2005142945 @default.
• W2223323003 cites W2005382467 @default.
• W2223323003 cites W2017413905 @default.
• W2223323003 cites W2022115022 @default.
• W2223323003 cites W2037337792 @default.
• W2223323003 cites W2042083033 @default.
• W2223323003 cites W2043967969 @default.
• W2223323003 cites W2064763319 @default.
• W2223323003 cites W2073767066 @default.
• W2223323003 cites W2076313409 @default.
• W2223323003 cites W2083935776 @default.
• W2223323003 cites W2093272448 @default.
• W2223323003 cites W2100113400 @default.
• W2223323003 cites W2101986691 @default.
• W2223323003 cites W2113670824 @default.
• W2223323003 cites W2122480349 @default.
• W2223323003 cites W2123750251 @default.
• W2223323003 cites W2127969728 @default.
• W2223323003 cites W2128776670 @default.
• W2223323003 cites W2145287466 @default.
• W2223323003 cites W2156662324 @default.
• W2223323003 cites W2159861303 @default.
• W2223323003 cites W2165144879 @default.
• W2223323003 cites W2315798686 @default.
• W2223323003 cites W3121263799 @default.
• W2223323003 cites W3121980877 @default.
• W2223323003 cites W3122640934 @default.
• W2223323003 cites W3122969892 @default.
• W2223323003 cites W3123140840 @default.
• W2223323003 cites W3123357764 @default.
• W2223323003 cites W3124210756 @default.
• W2223323003 cites W3124789966 @default.
• W2223323003 cites W3125823510 @default.
• W2223323003 cites W4253567625 @default.
• W2223323003 doi "https://doi.org/10.1016/j.jeconom.2015.12.016" @default.
• W2223323003 hasPublicationYear "2016" @default.
• W2223323003 type Work @default.
• W2223323003 sameAs 2223323003 @default.
• W2223323003 citedByCount "7" @default.
• W2223323003 countsByYear W22233230032016 @default.
• W2223323003 countsByYear W22233230032017 @default.
• W2223323003 countsByYear W22233230032018 @default.
• W2223323003 countsByYear W22233230032020 @default.
• W2223323003 countsByYear W22233230032021 @default.
• W2223323003 crossrefType "journal-article" @default.
• W2223323003 hasAuthorship W2223323003A5026733419 @default.
• W2223323003 hasAuthorship W2223323003A5043389034 @default.
• W2223323003 hasConcept C105795698 @default.
• W2223323003 hasConcept C107673813 @default.
• W2223323003 hasConcept C134306372 @default.
• W2223323003 hasConcept C149782125 @default.
• W2223323003 hasConcept C154945302 @default.
• W2223323003 hasConcept C160234255 @default.
• W2223323003 hasConcept C162144332 @default.
• W2223323003 hasConcept C162376815 @default.
• W2223323003 hasConcept C182365436 @default.
• W2223323003 hasConcept C2776214188 @default.
• W2223323003 hasConcept C33923547 @default.
• W2223323003 hasConcept C41008148 @default.
• W2223323003 hasConcept C95167961 @default.
• W2223323003 hasConceptScore W2223323003C105795698 @default.
• W2223323003 hasConceptScore W2223323003C107673813 @default.
• W2223323003 hasConceptScore W2223323003C134306372 @default.
• W2223323003 hasConceptScore W2223323003C149782125 @default.
• W2223323003 hasConceptScore W2223323003C154945302 @default.
• W2223323003 hasConceptScore W2223323003C160234255 @default.
• W2223323003 hasConceptScore W2223323003C162144332 @default.
• W2223323003 hasConceptScore W2223323003C162376815 @default.
• W2223323003 hasConceptScore W2223323003C182365436 @default.
• W2223323003 hasConceptScore W2223323003C2776214188 @default.
• W2223323003 hasConceptScore W2223323003C33923547 @default.
• W2223323003 hasConceptScore W2223323003C41008148 @default.
• W2223323003 hasConceptScore W2223323003C95167961 @default.
• W2223323003 hasFunder F4320334764 @default.
• W2223323003 hasIssue "1" @default.
• W2223323003 hasLocation W22233230031 @default.
• W2223323003 hasOpenAccess W2223323003 @default.
• W2223323003 hasPrimaryLocation W22233230031 @default.
• W2223323003 hasRelatedWork W2027011123 @default.
• W2223323003 hasRelatedWork W2290754432 @default.

• next