ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958): Difference between revisions

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scientific article; zbMATH DE number 6027197

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English	ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION	scientific article; zbMATH DE number 6027197

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instance of

scholarly article

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title

ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (English)

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zbMATH Open document ID

1296.62043

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DOI

10.1017/S0266466611000375

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24 April 2012

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Mathematics Subject Classification ID

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MaRDI publication profile

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cites work

Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions

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Testing Parameters in GMM Without Assuming that They Are Identified

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Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression

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ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP

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Information Theoretic Approaches to Inference in Moment Condition Models

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Applications of subsampling, hybrid, and size-correction methods

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VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

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Hybrid and Size-Corrected Subsampling Methods

0 references

Large Sample Properties of Generalized Method of Moments Estimators

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GMM with Many Moment Conditions

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Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations

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GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION

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Do institutions cause growth?

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GMM with Weak Identification

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Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

0 references

Instrumental Variables Regression with Weak Instruments

0 references

An Information-Theoretic Alternative to Generalized Method of Moments Estimation

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Instrument endogeneity and identification-robust tests: some analytical results

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Estimation and Confidence Regions for Parameter Sets in Econometric Models

0 references

Empirical likelihood and general estimating equations

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Large sample confidence regions based on subsamples under minimal assumptions

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Consistent Estimation with a Large Number of Weak Instruments

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Empirical likelihood ratio confidence intervals for a single functional

0 references

The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics

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Tests with correct size when instruments can be arbitrarily weak

0 references

A Conditional Likelihood Ratio Test for Structural Models

0 references

One-Step Estimators for Over-Identified Generalized Method of Moments Models

0 references

Are ``nearly exogenous instruments'' reliable?

0 references

Robust confidence sets in the presence of weak instruments

0 references

Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:5389958

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions
+Normal rank
@@ Property / cites work @@
+Testing Parameters in GMM Without Assuming that They Are Identified
+Normal rank
@@ Property / cites work @@
+Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP
+Normal rank
@@ Property / cites work @@
+Information Theoretic Approaches to Inference in Moment Condition Models
+Normal rank
@@ Property / cites work @@
+Applications of subsampling, hybrid, and size-correction methods
+Normal rank
@@ Property / cites work @@
+VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
+Normal rank
@@ Property / cites work @@
+Hybrid and Size-Corrected Subsampling Methods
@@ Property / cites work: Hybrid and Size-Corrected Subsampling Methods / rank @@
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+GMM with Many Moment Conditions
@@ Property / cites work: GMM with Many Moment Conditions / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
+Normal rank
@@ Property / cites work @@
+GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
+Normal rank
@@ Property / cites work @@
+Do institutions cause growth?
@@ Property / cites work: Do institutions cause growth? / rank @@
+Normal rank
@@ Property / cites work @@
+GMM with Weak Identification
@@ Property / cites work: GMM with Weak Identification / rank @@
+Normal rank
@@ Property / cites work @@
+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
+Normal rank
@@ Property / cites work @@
+Instrumental Variables Regression with Weak Instruments
+Normal rank
@@ Property / cites work @@
+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
+Normal rank
@@ Property / cites work @@
+Instrument endogeneity and identification-robust tests: some analytical results
+Normal rank
@@ Property / cites work @@
+Estimation and Confidence Regions for Parameter Sets in Econometric Models
+Normal rank
@@ Property / cites work @@
+Empirical likelihood and general estimating equations
+Normal rank
@@ Property / cites work @@
+Large sample confidence regions based on subsamples under minimal assumptions
+Normal rank
@@ Property / cites work @@
+Consistent Estimation with a Large Number of Weak Instruments
+Normal rank
@@ Property / cites work @@
+Empirical likelihood ratio confidence intervals for a single functional
+Normal rank
@@ Property / cites work @@
+The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics
+Normal rank
@@ Property / cites work @@
+Tests with correct size when instruments can be arbitrarily weak
+Normal rank
@@ Property / cites work @@
+A Conditional Likelihood Ratio Test for Structural Models
+Normal rank
@@ Property / cites work @@
+One-Step Estimators for Over-Identified Generalized Method of Moments Models
+Normal rank
@@ Property / cites work @@
+Are ``nearly exogenous instruments'' reliable?
@@ Property / cites work: Are ``nearly exogenous instruments'' reliable? / rank @@
+Normal rank
@@ Property / cites work @@
+Robust confidence sets in the presence of weak instruments
+Normal rank
@@ Property / cites work @@
+Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
+Normal rank