条件同方差下子集Anderson–Rubin检验的Bootstrap不一致性与基于Bonferroni的规模校正

On Bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson–Rubin test under conditional homoskedasticity

Journal of Econometrics · 2018
被引 11
人大 AABS 4
计量经济学统计推断假设检验Bootstrap方法Bonferroni校正