In this paper we implement bootstrap in conventional instrumental variables estimations using gretl and compare the performance of several methods through simulation study and an empirical dataset coming from the seminal paper of Acemoglu et al. (2001).
Bootstrap inference in Instrumental Variables with gretl / Ievoli, Riccardo; Palazzo, Lucio. - (2019), pp. 45-54. (Intervento presentato al convegno International Conference on the Gnu Regression, Econometrics and Time-series Library) [10.6093/978-88-6887-057-7].
Bootstrap inference in Instrumental Variables with gretl
Palazzo, Lucio
2019
Abstract
In this paper we implement bootstrap in conventional instrumental variables estimations using gretl and compare the performance of several methods through simulation study and an empirical dataset coming from the seminal paper of Acemoglu et al. (2001).File in questo prodotto:
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