Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903): Difference between revisions

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+W570234618
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+Higher-Order Improvements of a Computationally Attractive k-Step Bootstrap for Extremum Estimators
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+Q3770650
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+Specification tests for partially identified models defined by moment inequalities
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+Bootstrap consistency for general semiparametric \(M\)-estimation
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+Inferring the rank of a matrix
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+Testing for Common Conditionally Heteroskedastic Factors
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+Factor Stochastic Volatility in Mean Models: A GMM Approach
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+Likelihood-Based Estimation of Latent Generalized ARCH Structures
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+Bootstrapping general empirical measures
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+Maximum likelihood and the bootstrap for nonlinear dynamic models
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+Bootstrap Critical Values for Tests Based on Generalized-Method-of-Moments Estimators
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+Large Sample Properties of Generalized Method of Moments Estimators
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+Properties of moments of a family of GARCH processes
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+Bootstrapping GMM estimators for time series
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+Introduction to empirical processes and semiparametric inference
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+Asymptotic refinements of a misspecification-robust bootstrap for generalized method of moments estimators
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+Convergence of stochastic processes
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+Identification and Lack of Identification
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+Inconsistency of bootstrap: the Grenander estimator
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+Asymptotic Statistics
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+DETECTING LACK OF IDENTIFICATION IN GMM
@@ Property / cites work: DETECTING LACK OF IDENTIFICATION IN GMM / rank @@
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