Breakdown Point Theory for Implied Probability Bootstrap
Download full text from publisher
Other versions of this item:
- Lorenzo Camponovo & Taisuke Otsu, 2012. "Breakdown point theory for implied probability bootstrap," Econometrics Journal, Royal Economic Society, vol. 15(1), pages 32-55, February.
References listed on IDEAS
- Matías Salibián-Barrera & Stefan Aelst & Gert Willems, 2008. "Fast and robust bootstrap," Statistical Methods & Applications, Springer;Società Italiana di Statistica, vol. 17(1), pages 41-71, February.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Lorenzo Camponovo & Taisuke Otsu, 2015.
"Robustness of Bootstrap in Instrumental Variable Regression,"
Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
- Lorenzo Camponovo & Taisuke Otsu, 2011. "Robustness of Bootstrap in Instrumental Variable Regression," Cowles Foundation Discussion Papers 1796, Cowles Foundation for Research in Economics, Yale University.
- Camponovo, Lorenzo & Otsu, Taisuke, 2014. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 58185, London School of Economics and Political Science, LSE Library.
- Camponovo, Lorenzo & Otsu, Taisuke, 2015. "Robustness of bootstrap in instrumental variable regression," LSE Research Online Documents on Economics 60185, London School of Economics and Political Science, LSE Library.
- Lorenzo Camponovo & Taisuke Otsu, 2014. "Robustness of bootstrap in instrumental variable regression," STICERD - Econometrics Paper Series 572, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- repec:cep:stiecm:/2014/572 is not listed on IDEAS
- Marc G. Genton & Peter Hall, 2016. "A tilting approach to ranking influence," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 78(1), pages 77-97, January.
- Ferrari, Davide & Zheng, Chao, 2016. "Reliable inference for complex models by discriminative composite likelihood estimation," Journal of Multivariate Analysis, Elsevier, vol. 144(C), pages 68-80.
More about this item
KeywordsBootstrap; Breakdown point; GMM;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C31 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models; Quantile Regressions; Social Interaction Models
NEP fieldsThis paper has been announced in the following NEP Reports:
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cwl:cwldpp:1793. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Matthew Regan). General contact details of provider: http://edirc.repec.org/data/cowleus.html .