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Wild Bootstrap Tests For Iv Regression

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Cited by:

  1. Makram El-Shagi & Claus Michelsen & Sebastian Rosenschon, 2014. "Regulation, Innovation and Technology Diffusion: Evidence from Building Energy Efficiency Standards in Germany," Discussion Papers of DIW Berlin 1371, DIW Berlin, German Institute for Economic Research.
  2. Leah Achdut & Elad Gutman & Idan Lipiner & Inbal Maayan & Noam Zussman, 2018. "The Wage Premium on Higher Education: Universities and Colleges," Bank of Israel Working Papers 2018.13, Bank of Israel.
  3. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Size-corrected Bootstrap Test after Pretesting for Exogeneity with Heteroskedastic or Clustered Data," MPRA Paper 110899, University Library of Munich, Germany.
  4. MacKinnon, James G., 2023. "Fast cluster bootstrap methods for linear regression models," Econometrics and Statistics, Elsevier, vol. 26(C), pages 52-71.
  5. Abdurrahman B. Aydemir & Murat Güray Kırdar & Huzeyfe Torun, 2019. "The Effect of Education on Geographic Mobility: Incidence, Timing, and Type of Migration," RF Berlin - CReAM Discussion Paper Series 1914, Rockwool Foundation Berlin (RF Berlin) - Centre for Research and Analysis of Migration (CReAM).
  6. Lauren E. Jones & Kevin Milligan & Mark Stabile, 2019. "Child cash benefits and family expenditures: Evidence from the National Child Benefit," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 52(4), pages 1433-1463, November.
  7. Augsburg, Britta & Rodríguez-Lesmes, Paul Andrés, 2018. "Sanitation and child health in India," World Development, Elsevier, vol. 107(C), pages 22-39.
  8. El-Shagi, Makram & Jung, Alexander, 2015. "Does the Greenspan era provide evidence on leadership in the FOMC?," Journal of Macroeconomics, Elsevier, vol. 43(C), pages 173-190.
  9. Cygan-Rehm, Kamila, 2018. "Is additional schooling worthless? Revising the zero returns to compulsory schooling in Germany," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181528, Verein für Socialpolitik / German Economic Association.
  10. James G. MacKinnon, 2012. "Thirty Years Of Heteroskedasticity-robust Inference," Working Paper 1268, Economics Department, Queen's University.
  11. Justine S. Hastings & Christopher A. Neilson & Seth D. Zimmerman, 2013. "Are Some Degrees Worth More than Others? Evidence from college admission cutoffs in Chile," NBER Working Papers 19241, National Bureau of Economic Research, Inc.
  12. Bosetti, Valentina & Cattaneo, Cristina & Verdolini, Elena, 2015. "Migration of skilled workers and innovation: A European Perspective," Journal of International Economics, Elsevier, vol. 96(2), pages 311-322.
  13. Corinna Ghirelli, 2015. "Scars of early non-employment for low educated youth: evidence and policy lessons from Belgium," IZA Journal of European Labor Studies, Springer;Forschungsinstitut zur Zukunft der Arbeit GmbH (IZA), vol. 4(1), pages 1-34, December.
  14. Kline, Patrick & Santos, Andres, 2012. "Higher order properties of the wild bootstrap under misspecification," Journal of Econometrics, Elsevier, vol. 171(1), pages 54-70.
  15. El-Shagi, Makram & Schweinitz, Gregor von, 2018. "The joint dynamics of sovereign ratings and government bond yields," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 198-218.
  16. Wang, Wenjie, 2022. "Wild bootstrap test of overidentification with many instruments and heteroskedasticity," MPRA Paper 115168, University Library of Munich, Germany.
  17. repec:cep:stiecm:/2014/572 is not listed on IDEAS
  18. Philip DeCicca & Harry Krashinsky, 2023. "The effect of education on overall fertility," Journal of Population Economics, Springer;European Society for Population Economics, vol. 36(1), pages 471-503, January.
  19. Brennan S Thompson & Matthew D Webb, 2019. "A simple, graphical approach to comparing multiple treatments," The Econometrics Journal, Royal Economic Society, vol. 22(2), pages 188-205.
  20. Russell Davidson & James G. MacKinnon, 2015. "Bootstrap Tests for Overidentification in Linear Regression Models," Econometrics, MDPI, vol. 3(4), pages 1-39, December.
  21. Simon A. Broda & Raymond Kan, 2016. "On distributions of ratios," Biometrika, Biometrika Trust, vol. 103(1), pages 205-218.
  22. Solórzano Diego & Dixon Huw, 2020. "The Relationship Between Nominal Wage and Price Flexibility: New Evidence," Working Papers 2020-20, Banco de México.
  23. Garz, Marcel & Pagels, Verena, 2018. "Cautionary tales: Celebrities, the news media, and participation in tax amnesties," Journal of Economic Behavior & Organization, Elsevier, vol. 155(C), pages 288-300.
  24. Michelsen, Claus & El-Shagi, Makram & Rosenschon, Sebastian, 2016. "The diffusion of "green'' buildings in the housing market: empirics on the long run effects of energy efficiency regulation," VfS Annual Conference 2016 (Augsburg): Demographic Change 145534, Verein für Socialpolitik / German Economic Association.
  25. Russell Davidson & James G. MacKinnon, 2014. "Confidence sets based on inverting Anderson–Rubin tests," Econometrics Journal, Royal Economic Society, vol. 17(2), pages 39-58, June.
  26. Lochmann, Alexia & Rapoport, Hillel & Speciale, Biagio, 2019. "The effect of language training on immigrants’ economic integration: Empirical evidence from France," European Economic Review, Elsevier, vol. 113(C), pages 265-296.
  27. O'Connor, Kelsey J., 2020. "The effect of immigration on natives’ well-being in the European Union," Journal of Economic Behavior & Organization, Elsevier, vol. 180(C), pages 257-274.
  28. Marine Carrasco & Guy Tchuente, 2016. "Regularization Based Anderson Rubin Tests for Many Instruments," Studies in Economics 1608, School of Economics, University of Kent.
  29. Manuel Denzer & Constantin Weiser, 2021. "Beyond F-statistic - A General Approach for Assessing Weak Identification," Working Papers 2107, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz.
  30. Kline Patrick & Santos Andres, 2012. "A Score Based Approach to Wild Bootstrap Inference," Journal of Econometric Methods, De Gruyter, vol. 1(1), pages 23-41, August.
  31. Eduardo Fé & Bruce Hollingsworth, 2016. "Short- and long-run estimates of the local effects of retirement on health," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 179(4), pages 1051-1067, October.
  32. James G. MacKinnon, 2019. "How cluster-robust inference is changing applied econometrics," Canadian Journal of Economics, Canadian Economics Association, vol. 52(3), pages 851-881, August.
  33. Lorenzo Camponovo & Taisuke Otsu, 2015. "Robustness of Bootstrap in Instrumental Variable Regression," Econometric Reviews, Taylor & Francis Journals, vol. 34(3), pages 352-393, March.
  34. Trinks, Arjan & Hille, Erik, 2023. "Carbon Costs and Industrial Firm Performance: Evidence from International Microdata," VfS Annual Conference 2023 (Regensburg): Growth and the "sociale Frage" 277705, Verein für Socialpolitik / German Economic Association.
  35. Wenjie Wang & Yichong Zhang, 2021. "Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters," Papers 2108.13707, arXiv.org, revised Jan 2024.
  36. Martin A. Lindquist, 2012. "Functional Causal Mediation Analysis With an Application to Brain Connectivity," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 107(500), pages 1297-1309, December.
  37. Wenjie Wang & Qingfeng Liu, 2015. "Bootstrap-based Selection for Instrumental Variables Model," Economics Bulletin, AccessEcon, vol. 35(3), pages 1886-1896.
  38. Barbara Hutniczak & Niels Vestergaard & Dale Squires, 2019. "Policy Change Anticipation in the Buyback Context," Environmental & Resource Economics, Springer;European Association of Environmental and Resource Economists, vol. 73(1), pages 111-132, May.
  39. Brian Fabo & Martina Jancokova & Elisabeth Kempf & Lubos Pastor, 2020. "Fifty Shades of QE: Conflicts of Interest in Economic Research," Working and Discussion Papers WP 5/2020, Research Department, National Bank of Slovakia.
  40. Emanuele Ciani & Claudio Deiana, 2016. "No Free Lunch, Buddy: Housing Transfers and Informal Care Later in Life," Center for the Analysis of Public Policies (CAPP) 0134, Universita di Modena e Reggio Emilia, Dipartimento di Economia "Marco Biagi".
  41. Boldea, Otilia & Cornea-Madeira, Adriana & Hall, Alastair R., 2019. "Bootstrapping structural change tests," Journal of Econometrics, Elsevier, vol. 213(2), pages 359-397.
  42. Robson Morgan & Kelsey J. O’Connor, 2022. "Labor Market Policy and Subjective Well-Being During the Great Recession," Journal of Happiness Studies, Springer, vol. 23(2), pages 391-422, February.
  43. Hausman, Jerry & Palmer, Christopher, 2012. "Heteroskedasticity-robust inference in finite samples," Economics Letters, Elsevier, vol. 116(2), pages 232-235.
  44. Wang, Wenjie & Kaffo, Maximilien, 2016. "Bootstrap inference for instrumental variable models with many weak instruments," Journal of Econometrics, Elsevier, vol. 192(1), pages 231-268.
  45. Davidson, Russell & Trokić, Mirza, 2020. "The fast iterated bootstrap," Journal of Econometrics, Elsevier, vol. 218(2), pages 451-475.
  46. Noud P.A. van Giersbergen, 2011. "Bootstrapping Subset Test Statistics in IV Regression," UvA-Econometrics Working Papers 11-08, Universiteit van Amsterdam, Dept. of Econometrics.
  47. Corinna.Ghirelli, 2014. "The scarring effect of early non-employment," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/895, Ghent University, Faculty of Economics and Business Administration.
  48. David Roodman, 2022. "Schooling and Labor Market Consequences of School Construction in Indonesia: Comment," Papers 2207.09036, arXiv.org, revised Mar 2024.
  49. Russell Davidson & Victoria Zinde‐Walsh, 2017. "Advances in specification testing," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 50(5), pages 1595-1631, December.
  50. Anthony Edo, 2017. "The Impact of Immigration on Wage Dynamics: Evidence from the Algerian Independence War," CESifo Working Paper Series 6595, CESifo.
  51. Doko Tchatoka, Firmin & Wang, Wenjie, 2021. "Uniform Inference after Pretesting for Exogeneity with Heteroskedastic Data," MPRA Paper 106408, University Library of Munich, Germany.
  52. Tsaneva, Magda, 2017. "Does school Matter? Learning outcomes of Indonesian children after dropping out of school," World Development Perspectives, Elsevier, vol. 6(C), pages 1-10.
  53. Abdurrahman Aydemir & Murat G. Kirdar, 2017. "Low Wage Returns to Schooling in a Developing Country: Evidence from a Major Policy Reform in Turkey," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 79(6), pages 1046-1086, December.
  54. Fulya Ersoy, 2021. "Returns to effort: experimental evidence from an online language platform," Experimental Economics, Springer;Economic Science Association, vol. 24(3), pages 1047-1073, September.
  55. Sarracino, Francesco & Greyling, Talita & O'Connor, Kelsey J. & Peroni, Chiara & Rossouw, Stephanié, 2022. "Trust Predicts Compliance with COVID-19 Containment Policies: Evidence from Ten Countries Using Big Data," IZA Discussion Papers 15171, Institute of Labor Economics (IZA).
  56. Russell Davidson & James G. MacKinnon, 2008. "Bootstrap inference in a linear equation estimated by instrumental variables," Econometrics Journal, Royal Economic Society, vol. 11(3), pages 443-477, November.
  57. Dimitris Christelis & Dimitris Georgarakos & Tullio Jappelli & Maarten van Rooij, 2020. "Consumption Uncertainty and Precautionary Saving," The Review of Economics and Statistics, MIT Press, vol. 102(1), pages 148-161, March.
  58. Francesco Sarracino & Talita Greyling & Kelsey J. O'Connor & Chiara Peroni & Stephanie Rossouw, 2021. "Trust predicts compliance to Covid-19 containment policies: evidence from ten countries using big data," Department of Economics University of Siena 858, Department of Economics, University of Siena.
  59. Keith Finlay & Leandro M. Magnusson, 2019. "Two applications of wild bootstrap methods to improve inference in cluster‐IV models," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 911-933, September.
  60. Heckelman, Jac C & Wilson, Bonnie, 2023. "Aid, Reform, and Interest Groups," MPRA Paper 118182, University Library of Munich, Germany.
  61. Seth D. Zimmerman, 2014. "The Returns to College Admission for Academically Marginal Students," Journal of Labor Economics, University of Chicago Press, vol. 32(4), pages 711-754.
  62. Georg F. Camehl & C. Katharina Spieß & Kurt Hahlweg, 2019. "Short- and Mid-Term Effects of a Parenting Program on Maternal Well-Being: Evidence for More and Less Advantaged Mothers," SOEPpapers on Multidisciplinary Panel Data Research 1062, DIW Berlin, The German Socio-Economic Panel (SOEP).
  63. Doruk Cengiz & Hasan Tekgüç, 2022. "Is It Merely a Labor Supply Shock? Impacts of Syrian Migrants on Local Economies in Turkey," ILR Review, Cornell University, ILR School, vol. 75(3), pages 741-768, May.
  64. Khalil, Umair & Mookerjee, Sulagna & Tierney, Ryan, 2019. "Social interactions in voting behavior: Evidence from india," Journal of Economic Behavior & Organization, Elsevier, vol. 163(C), pages 158-171.
  65. Camehl, Georg F. & Spiess, Christa Katharina & Hahlweg, Kurt, 2020. "The Effects of a Parenting Program on Maternal Well-Being: Evidence from a Randomized Controlled Trial," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, issue Ahead of .
  66. Lucio Palazzo & Riccardo Ievoli, 2022. "A Semiparametric Approach to Test for the Presence of INAR: Simulations and Empirical Applications," Mathematics, MDPI, vol. 10(14), pages 1-18, July.
  67. Russell Davidson & James G. MacKinnon, 2014. "Bootstrap Confidence Sets with Weak Instruments," Econometric Reviews, Taylor & Francis Journals, vol. 33(5-6), pages 651-675, August.
  68. Wang, Wenjie, 2021. "Wild Bootstrap for Instrumental Variables Regression with Weak Instruments and Few Clusters," MPRA Paper 106227, University Library of Munich, Germany.
  69. Ditzhaus, Marc & Pauly, Markus, 2019. "Wild bootstrap logrank tests with broader power functions for testing superiority," Computational Statistics & Data Analysis, Elsevier, vol. 136(C), pages 1-11.
  70. Alexander Klein & Guy Tchuente, 2020. "Spatial Differencing for Sample Selection Models with Unobserved Heterogeneity," Papers 2009.06570, arXiv.org.
  71. DeCicca, Philip & Krashinsky, Harry, 2020. "Does education reduce teen fertility? Evidence from compulsory schooling laws," Journal of Health Economics, Elsevier, vol. 69(C).
  72. Wagner, Gary A. & Elder, Erick M., 2021. "Campaigning for retirement: State teacher union campaign contributions and pension generosity," European Journal of Political Economy, Elsevier, vol. 68(C).
  73. Labanca, Claudio, 2020. "The effects of a temporary migration shock: Evidence from the Arab Spring migration through Italy," Labour Economics, Elsevier, vol. 67(C).
  74. Garz, Marcel, 2018. "Effects of unemployment news on economic perceptions – Evidence from German Federal States," Regional Science and Urban Economics, Elsevier, vol. 68(C), pages 172-190.
  75. Osbat, Chiara & Corbo, Vesna, 2012. "Optimism bias? The elasticity puzzle in international economics revisited," Working Paper Series 1482, European Central Bank.
  76. Camehl Georg F. & Spiess Christa Katharina & Hahlweg Kurt, 2020. "The Effects of a Parenting Program on Maternal Well-Being: Evidence from a Randomized Controlled Trial," The B.E. Journal of Economic Analysis & Policy, De Gruyter, vol. 20(4), pages 1-26, October.
  77. Corinna GHIRELLI, 2015. "Scars of early non-employment in a rigid labour market," LIDAM Discussion Papers IRES 2015008, Université catholique de Louvain, Institut de Recherches Economiques et Sociales (IRES).
  78. Hille, Erik, 2023. "Europe's energy crisis: Are geopolitical risks in source countries of fossil fuels accelerating the transition to renewable energy?," Energy Economics, Elsevier, vol. 127(PA).
  79. Kim, Jun Hyung & Schulz, Wolfgang & Zimmermann, Tanja & Hahlweg, Kurt, 2018. "Parent–child interactions and child outcomes: Evidence from randomized intervention," Labour Economics, Elsevier, vol. 54(C), pages 152-171.
  80. Russell Davidson, 2010. "An Agnostic Look at Bayesian Statistics and Econometrics," Review of Economic Analysis, Digital Initiatives at the University of Waterloo Library, vol. 2(2), pages 153-168, June.
  81. Wang, Wenjie, 2020. "On Bootstrap Validity for the Test of Overidentifying Restrictions with Many Instruments and Heteroskedasticity," MPRA Paper 104858, University Library of Munich, Germany.
  82. Samuel Vika Mhlanga & Neil Andrew Rankin, 2021. "Fixed costs, markups and concentration in Eswatini (Swaziland): A firm‐level analysis of panel data," South African Journal of Economics, Economic Society of South Africa, vol. 89(3), pages 391-416, September.
  83. Arai, Natsuki, 2020. "Investigating the inefficiency of the CBO’s budgetary projections," International Journal of Forecasting, Elsevier, vol. 36(4), pages 1290-1300.
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