Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality (Q2227045): Difference between revisions

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+MaRDI publication profile
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+https://doi.org/10.1016/j.jeconom.2020.07.040
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+W3081134800
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+Testing distributional assumptions using a continuum of moments
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+Generic results for establishing the asymptotic size of confidence sets and tests
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+Testing identification strength
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+Impossible inference in econometrics: theory and applications
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+Regularized estimation of large covariance matrices
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+A geometric approach to inference in set-identified entry games
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+Improving the reliability of bootstrap tests with the fast double bootstrap
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+The fast iterated bootstrap
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+Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
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+Inference in second-order identified models
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+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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+Simple and reliable estimators of coefficients of interest in a model with high-dimensional confounding effects
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+Testing a large set of zero restrictions in regression models, with an application to mixed frequency Granger causality
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+Bootstrapping factor models with cross sectional dependence
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+Stationary bubble equilibria in rational expectation models
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+Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
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+A simple R-estimation method for semiparametric duration models
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+Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels
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+Volatility regressions with fat tails
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+Testing the impossible: identifying exclusion restrictions
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+Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
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+Inference in partially identified heteroskedastic simultaneous equations models
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+Randomization inference for difference-in-differences with few treated clusters
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+A Conditional Likelihood Ratio Test for Structural Models
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+Regression discontinuity designs, white noise models, and minimax
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+Inference of local regression in the presence of nuisance parameters
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