On asymptotic size distortions in the random coefficients logit model (Q2330728): Difference between revisions

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-.1016/j.jeconom.2019.02.008
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+Estimation When a Parameter is on a Boundary
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+Normal rank
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+Estimation and Inference With Weak, Semi-Strong, and Strong Identification
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+GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE
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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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+Large Market Asymptotics for Differentiated Product Demand Estimators With Economic Models of Supply
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+Automobile Prices in Market Equilibrium
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+Limit Theorems for Estimating the Parameters of Differentiated Product Demand Systems
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+Q4101268
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+Testing for Common Conditionally Heteroskedastic Factors
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+Improving the Numerical Performance of Static and Dynamic Aggregate Discrete Choice Random Coefficients Demand Estimation
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+Asymptotic theory for differentiated products demand models with many markets
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+Limited Information and Advertising in the U.S. Personal Computer Industry
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+Subvector inference when the true parameter vector may be near or at the boundary
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+ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS
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+Asymptotics for likelihood ratio tests under loss of identifiability
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+Credibility of Confidence Sets in Nonstandard Econometric Problems
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+Improving the performance of random coefficients demand models: the role of optimal instruments
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+Likelihood-based inference with singular information matrix
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+Identification and Lack of Identification
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+Instrumental Variables Regression with Weak Instruments
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+.1016/J.JECONOM.2019.02.008
@@ Property / DOI: 10.1016/J.JECONOM.2019.02.008 / rank @@
+Normal rank