Browsing Documentos indexados pela Scopus by Author "Suarez, Gustavo A."

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    • Bootstrap validity for the score test when instruments may be weak 

      Moreira, Marcelo J.; Porter, Jack R.; Suarez, Gustavo A.
      2009
      It is well-known that size adjustments based on bootstrapping the t-statistic perform poorly when instruments are weakly correlated with the endogenous explanatory variable. In this paper, we provide a theoretical proof ...