A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.econlet.2012.07.008 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2030844746 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Hodges-Lehmann optimality for testing moment conditions / rank
 
Normal rank
Property / cites work
 
Property / cites work: ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Large Sample Properties of Generalized Method of Moments Estimators / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Information Theoretic Approaches to Inference in Moment Condition Models / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Comment on the Test of Overidentifying Restrictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the Asymptotic Optimality of Empirical Likelihood for Testing Moment Restrictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized method of moments specification testing / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Bahadur efficiency of empirical likelihood / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Estimation of Economic Relationships using Instrumental Variables / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sensitivity Analysis for Instrumental Variables Regression With Overidentifying Restrictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum Likelihood Estimation of Misspecified Models / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 12:20, 7 July 2024

scientific article
Language Label Description Also known as
English
A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters
scientific article

    Statements

    A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (English)
    0 references
    18 March 2014
    0 references
    0 references
    nonexogenous instruments
    0 references
    pretest
    0 references
    pseudo-true parameter vector
    0 references
    test of overidentifying restrictions
    0 references
    0 references