Bonferroni-based size-correction for nonstandard testing problems (Q2398972): Difference between revisions

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+W2145680131
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+Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
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+Estimation and Inference With Weak, Semi-Strong, and Strong Identification
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+Hybrid and Size-Corrected Subsampling Methods
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+VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
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+Applications of subsampling, hybrid, and size-correction methods
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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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+Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
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+Inference on Treatment Effects after Selection among High-Dimensional Controls
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+P Values Maximized Over a Confidence Set for the Nuisance Parameter
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+The Parameter Inference for Nearly Nonstationary Time Series
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+Robust inference in nonlinear models with mixed identification strength
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+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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+Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
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+On the Robustness of Cointegration Methods When Regressors Almost Have Unit Roots
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+Pre and post break parameter inference
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+Nearly Optimal Tests When a Nuisance Parameter Is Present Under the Null Hypothesis
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+Q4692508
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+THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST
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+On the Asymptotic Sizes of Subset Anderson-Rubin and Lagrange Multiplier Tests in Linear Instrumental Variables Regression
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+CHALLENGES FOR ECONOMETRIC MODEL SELECTION
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+Least Squares Model Averaging
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+Model averaging, asymptotic risk, and regressor groups
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+Efficient shrinkage in parametric models
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+Confidence Intervals for Partially Identified Parameters
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+A taxonomy of global optimization methods based on response surfaces
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+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
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+MODEL SELECTION AND INFERENCE: FACTS AND FICTION
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+CAN ONE ESTIMATE THE UNCONDITIONAL DISTRIBUTION OF POST-MODEL-SELECTION ESTIMATORS?
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+Testing in the Presence of Nuisance Parameters: Some Comments on Tests Post-Model-Selection and Random Critical Values
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+A New Method for Testing Separate Families of Hypotheses
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+Uniform Inference in Autoregressive Models
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+Estimation with overidentifying inequality moment conditions
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+Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
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+On Confidence Intervals for Autoregressive Roots and Predictive Regression
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+A Practical Two-Step Method for Testing Moment Inequalities
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+Finite sample nonparametric inference and large sample efficiency.
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+A nondegenerate Vuong test
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+A Test in the Presence of Nuisance Parameters
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+Instrumental Variables Regression with Weak Instruments
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+More on Confidence Intervals for Partially Identified Parameters
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+Asymptotic Statistics
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+Publication:2398972