Testing the adequacy of conventional asymptotics in GMM (Q3004022): Difference between revisions

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+Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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+Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
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+Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
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+Alternative Approximations to the Distributions of Instrumental Variable Estimators
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+Choosing the Number of Instruments
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+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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+GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
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+Generalized empirical likelihood tests in time series models with potential identification failure
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+A New Specification Test for the Validity of Instrumental Variables
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+Specification Tests in Econometrics
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+Asymptotic properties of the Hahn-Hausman test for weak-instruments
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+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
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+Testing Parameters in GMM Without Assuming that They Are Identified
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+A Conditional Likelihood Ratio Test for Structural Models
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+Tests with correct size when instruments can be arbitrarily weak
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+Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
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+Generalized Method of Moments With Many Weak Moment Conditions
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+GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
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+Instrumental Variables Regression with Weak Instruments
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+GMM with Weak Identification
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+Identification and Inference for Econometric Models
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+Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
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+Publication:3004022