Model selection tests for moment inequality models (Q494361): Difference between revisions

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-.1016/j.jeconom.2015.01.004
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+Estimation When a Parameter is on a Boundary
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+Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
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+Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
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+VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES
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+Inference Based on Conditional Moment Inequalities
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+Q3596119
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+Bootstrap Inference in Partially Identified Models Defined by Moment Inequalities: Coverage of the Identified Set
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+EL inference for partially identified models: large deviations optimality and bootstrap validity
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+Nonparametric likelihood ratio model selection tests between parametric likelihood and moment condition models
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+Estimation and Confidence Regions for Parameter Sets in Econometric Models
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+Q5600597
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+I-divergence geometry of probability distributions and minimization problems
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+An Information-Theoretic Alternative to Generalized Method of Moments Estimation
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+Partial identification with missing data: concepts and findings
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+Inference on Regressions with Interval Data on a Regressor or Outcome
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+The Encompassing Principle and its Application to Testing Non-Nested Hypotheses
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+Estimation with overidentifying inequality moment conditions
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+Alternative Models for Moment Inequalities
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+Generalized empirical likelihood non-nested tests
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+Model selection tests for nonlinear dynamic models
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+Inference for the Identified Set in Partially Identified Econometric Models
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+Instrumental variable methods for recovering continuous linear functionals
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+A nondegenerate Vuong test
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+Incomplete Simultaneous Discrete Response Model with Multiple Equilibria
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+Likelihood Ratio Tests for Model Selection and Non-Nested Hypotheses
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+.1016/J.JECONOM.2015.01.004
@@ Property / DOI: 10.1016/J.JECONOM.2015.01.004 / rank @@
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