Gradient Wild Bootstrap for Instrumental Variable Quantile Regressions with Weak and Few Clusters
Fuente:
arXiv
Saved in:
| Main Authors: | Wang, Wenjie, Zhang, Yichong |
|---|---|
| Format: | Preprint |
| Published: |
2024
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters
by: Wang, Wenjie, et al.
Published: (2021)
by: Wang, Wenjie, et al.
Published: (2021)
A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
by: Lim, Dennis, et al.
Published: (2024)
by: Lim, Dennis, et al.
Published: (2024)
Partitioned Wild Bootstrap for Panel Data Quantile Regression
by: Galvao, Antonio F., et al.
Published: (2025)
by: Galvao, Antonio F., et al.
Published: (2025)
An Improved Inference for IV Regressions
by: Dou, Liyu, et al.
Published: (2025)
by: Dou, Liyu, et al.
Published: (2025)
Local Identification in Instrumental Variable Multivariate Quantile Regression Models
by: Kono, Haruki
Published: (2024)
by: Kono, Haruki
Published: (2024)
Cluster-Robust Inference for Quadratic Forms
by: Kolesár, Michal, et al.
Published: (2026)
by: Kolesár, Michal, et al.
Published: (2026)
Wild Bootstrap Inference for Linear Regressions with Many Covariates
by: Li, Wenze
Published: (2025)
by: Li, Wenze
Published: (2025)
Endogenous Quantile Regression with Measurement Error in Dependent Variable
by: Su, Xuanjing
Published: (2026)
by: Su, Xuanjing
Published: (2026)
On Quantile Treatment Effects, Rank Similarity,and Variation of Instrumental Variables
by: Han, Sukjin, et al.
Published: (2025)
by: Han, Sukjin, et al.
Published: (2025)
Predictive Quantile Regression with High-Dimensional Predictors: The Variable Screening Approach
by: Chen, Hongqi, et al.
Published: (2024)
by: Chen, Hongqi, et al.
Published: (2024)
Robust Permutation Tests in Linear Instrumental Variables Regression
by: Tuvaandorj, Purevdorj
Published: (2021)
by: Tuvaandorj, Purevdorj
Published: (2021)
Possibilistic Instrumental Variable Regression
by: Steiner, Gregor, et al.
Published: (2025)
by: Steiner, Gregor, et al.
Published: (2025)
Unconditional Quantile Partial Effects via Conditional Quantile Regression
by: Alejo, Javier, et al.
Published: (2023)
by: Alejo, Javier, et al.
Published: (2023)
Inference in Predictive Quantile Regressions
by: Maynard, Alex, et al.
Published: (2023)
by: Maynard, Alex, et al.
Published: (2023)
Two-way Clustering Robust Variance Estimator in Quantile Regression Models
by: Hounyo, Ulrich, et al.
Published: (2026)
by: Hounyo, Ulrich, et al.
Published: (2026)
Distributional Effects in Censored Quantile Regressions with Endogeneity and Heteroskedasticity
by: Wang, Xi
Published: (2026)
by: Wang, Xi
Published: (2026)
Fast Algorithms for Quantile Regression with Selection
by: Pereda-Fernández, Santiago
Published: (2024)
by: Pereda-Fernández, Santiago
Published: (2024)
Modeling the Happiness-Sustainability Nexus via Graphical Lasso and Quantile-on-Quantile Regression
by: Chaouch, Mohamed, et al.
Published: (2025)
by: Chaouch, Mohamed, et al.
Published: (2025)
Fused LASSO as Non-Crossing Quantile Regression
by: Szendrei, Tibor, et al.
Published: (2024)
by: Szendrei, Tibor, et al.
Published: (2024)
Iterative Estimation of Nonparametric Regressions with Continuous Endogenous Variables and Discrete Instruments
by: Centorrino, Samuele, et al.
Published: (2019)
by: Centorrino, Samuele, et al.
Published: (2019)
Nested Nonparametric Instrumental Variable Regression
by: Meza, Isaac, et al.
Published: (2021)
by: Meza, Isaac, et al.
Published: (2021)
Robust Inference with High-Dimensional Instruments
by: Feng, Qu, et al.
Published: (2025)
by: Feng, Qu, et al.
Published: (2025)
Differentially Private Two-Stage Gradient Descent for Instrumental Variable Regression
by: Liang, Haodong, et al.
Published: (2025)
by: Liang, Haodong, et al.
Published: (2025)
Panel Quantile Regression with Common Shocks
by: Chiang, Harold D., et al.
Published: (2026)
by: Chiang, Harold D., et al.
Published: (2026)
Weak Identification with Many Instruments
by: Mikusheva, Anna, et al.
Published: (2023)
by: Mikusheva, Anna, et al.
Published: (2023)
Cautions on Tail Index Regressions and a Comparative Study with Extremal Quantile Regression
by: Yang, Thomas T.
Published: (2025)
by: Yang, Thomas T.
Published: (2025)
Testing the Exogeneity of Instrumental Variables and Regressors in Linear Regression Models Using Copulas
by: Emadi, Seyed Morteza
Published: (2024)
by: Emadi, Seyed Morteza
Published: (2024)
The First-stage F Test with Many Weak Instruments
by: Huang, Zhenhong, et al.
Published: (2023)
by: Huang, Zhenhong, et al.
Published: (2023)
Inference with Many Weak Instruments and Heterogeneity
by: Yap, Luther
Published: (2024)
by: Yap, Luther
Published: (2024)
Jackknife Instrumental Variable Inference
by: Crudu, Federico, et al.
Published: (2026)
by: Crudu, Federico, et al.
Published: (2026)
Robust Inference in Locally Misspecified Bipartite Networks
by: Candelaria, Luis E., et al.
Published: (2024)
by: Candelaria, Luis E., et al.
Published: (2024)
Horseshoe Prior Bayesian Quantile Regression
by: Kohns, David, et al.
Published: (2020)
by: Kohns, David, et al.
Published: (2020)
Non-parametric Quantile Regression and Uniform Inference with Unknown Error Distribution
by: Hou, Haoze, et al.
Published: (2025)
by: Hou, Haoze, et al.
Published: (2025)
Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models
by: Katsouris, Christis
Published: (2023)
by: Katsouris, Christis
Published: (2023)
The Robust F-Statistic as a Test for Weak Instruments
by: Windmeijer, Frank
Published: (2023)
by: Windmeijer, Frank
Published: (2023)
Distributional Instruments: Identification and Estimation with Quantile Least Squares
by: Cherodian, Rowan, et al.
Published: (2026)
by: Cherodian, Rowan, et al.
Published: (2026)
Breakdown Analysis for Instrumental Variables with Binary Outcomes
by: Picchetti, Pedro
Published: (2025)
by: Picchetti, Pedro
Published: (2025)
Instrumental Variable Identification of Dynamic Variance Decompositions
by: Plagborg-Møller, Mikkel, et al.
Published: (2020)
by: Plagborg-Møller, Mikkel, et al.
Published: (2020)
Stochastic Optimization Algorithms for Instrumental Variable Regression with Streaming Data
by: Chen, Xuxing, et al.
Published: (2024)
by: Chen, Xuxing, et al.
Published: (2024)
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach
by: Fan, Rui, et al.
Published: (2021)
by: Fan, Rui, et al.
Published: (2021)
Similar Items
-
Wild Bootstrap for Instrumental Variables Regressions with Weak and Few Clusters
by: Wang, Wenjie, et al.
Published: (2021) -
A Dimension-Agnostic Bootstrap Anderson-Rubin Test For Instrumental Variable Regressions
by: Lim, Dennis, et al.
Published: (2024) -
Partitioned Wild Bootstrap for Panel Data Quantile Regression
by: Galvao, Antonio F., et al.
Published: (2025) -
An Improved Inference for IV Regressions
by: Dou, Liyu, et al.
Published: (2025) -
Local Identification in Instrumental Variable Multivariate Quantile Regression Models
by: Kono, Haruki
Published: (2024)