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A weak instrument <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" altimg="si3.gif" display="inline" overflow="scroll"><mml:mi>F</mml:mi></mml:math>-test in linear IV models with multiple endogenous variables

Eleanor Sanderson, Frank Windmeijer · Journal of Econometrics · 2015 · 696 citations · Full text

A WARP-SPEED METHOD FOR CONDUCTING MONTE CARLO EXPERIMENTS INVOLVING BOOTSTRAP ESTIMATORS

Raffaella Giacomini, Dimitris N. Politis, Halbert White · Econometric Theory · 2013 · 203 citations

Bootstrap Resampling, Engineering, Uncertainty Quantification +10

Detecting and Predicting Forecast Breakdowns

Raffaella Giacomini, Barbara Rossi · The Review of Economic Studies · 2009 · 187 citations

Estimation of panel data models with binary indicators when treatment effects are not constant over time

Audrey Laporte, Frank Windmeijer · Economics Letters · 2005 · 119 citations

Econometric Model, Economics, Binary Indicators +11

Set identification via quantile restrictions in short panels

Adam Rosen · Journal of Econometrics · 2011 · 90 citations

Mathematical Programming, Engineering, Information Theory +8