| dc.contributor.author | Moreira, Marcelo J. | |
| dc.contributor.author | Porter, Jack R. | |
| dc.contributor.author | Suarez, Gustavo A. | |
| dc.date.accessioned | 2018-10-25T18:23:47Z | |
| dc.date.available | 2018-10-25T18:23:47Z | |
| dc.date.issued | 2009 | |
| dc.identifier | https://www.scopus.com/inward/record.uri?eid=2-s2.0-63149101495&doi=10.1016%2fj.jeconom.2008.10.008&partnerID=40&md5=bd8ac2a435bf54d34b25196c0f9f510f | |
| dc.identifier.issn | 0304-4076 | |
| dc.identifier.uri | http://hdl.handle.net/10438/25348 | |
| dc.description.abstract | 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 that guarantees the validity of the bootstrap for the score statistic. This theory does not follow from standard results, since the score statistic is not a smooth function of sample means and some parameters are not consistently estimable when the instruments are uncorrelated with the explanatory variable. © 2008 Elsevier B.V. | eng |
| dc.language.iso | eng | |
| dc.relation.ispartofseries | Journal of Econometrics | |
| dc.source | Scopus | |
| dc.subject | Bootstrap | eng |
| dc.subject | Edgeworth expansion | eng |
| dc.subject | Identification | eng |
| dc.subject | Instrumental variable regression | eng |
| dc.subject | Non-regular case | eng |
| dc.subject | Score statistic | eng |
| dc.subject | T-statistic | eng |
| dc.subject | Statistics | eng |
| dc.title | Bootstrap validity for the score test when instruments may be weak | eng |
| dc.type | Article (Journal/Review) | eng |
| dc.contributor.unidadefgv | Escolas::EPGE | por |
| dc.subject.bibliodata | Bootstrap (Estatística) | por |
| dc.contributor.affiliation | FGV | |
| dc.identifier.doi | 10.1016/j.jeconom.2008.10.008 | |
| dc.rights.accessRights | restrictedAccess | eng |
| dc.identifier.scopus | 2-s2.0-63149101495 | |
