Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166): Difference between revisions

@@ Property / DOI @@
-.1016/j.jeconom.2012.10.003
@@ Property / DOI: 10.1016/j.jeconom.2012.10.003 / rank @@
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@@ Property / author @@
-Donald W. K. Andrews
@@ Property / author: Donald W. K. Andrews / rank @@
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@@ Property / author @@
+Donald W. K. Andrews
@@ Property / author: Donald W. K. Andrews / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+E20
@@ Property / Mathematics Subject Classification ID: 62E20 / rank @@
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+F05
@@ Property / Mathematics Subject Classification ID: 62F05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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@@ Property / zbMATH DE Number @@
+6714822
@@ Property / zbMATH DE Number: 6714822 / rank @@
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@@ Property / zbMATH Keywords @@
+asymptotic size
@@ Property / zbMATH Keywords: asymptotic size / rank @@
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@@ Property / zbMATH Keywords @@
+binary choice
@@ Property / zbMATH Keywords: binary choice / rank @@
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@@ Property / zbMATH Keywords @@
+confidence set
@@ Property / zbMATH Keywords: confidence set / rank @@
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@@ Property / zbMATH Keywords @@
+estimator
@@ Property / zbMATH Keywords: estimator / rank @@
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@@ Property / zbMATH Keywords @@
+identification
@@ Property / zbMATH Keywords: identification / rank @@
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@@ Property / zbMATH Keywords @@
+likelihood
@@ Property / zbMATH Keywords: likelihood / rank @@
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@@ Property / zbMATH Keywords @@
+nonlinear models
@@ Property / zbMATH Keywords: nonlinear models / rank @@
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+test
@@ Property / zbMATH Keywords: test / rank @@
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+smooth transition threshold autoregression
@@ Property / zbMATH Keywords: smooth transition threshold autoregression / rank @@
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@@ Property / zbMATH Keywords @@
+weak identification
@@ Property / zbMATH Keywords: weak identification / rank @@
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@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
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@@ Property / OpenAlex ID @@
+W3123465478
@@ Property / OpenAlex ID: W3123465478 / rank @@
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@@ Property / cites work @@
+Estimation and Inference With Weak, Semi-Strong, and Strong Identification
+Normal rank
@@ Property / cites work @@
+ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP
+Normal rank
@@ Property / cites work @@
+Efficient GMM with nearly-weak instruments
@@ Property / cites work: Efficient GMM with nearly-weak instruments / rank @@
+Normal rank
@@ Property / cites work @@
+On geometric ergodicity of nonlinear autoregressive models
+Normal rank
@@ Property / cites work @@
+Testing, Estimation in GMM and CUE with Nearly-Weak Identification
+Normal rank
@@ Property / cites work @@
+Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
+Normal rank
@@ Property / cites work @@
+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
+Normal rank
@@ Property / cites work @@
+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
+Normal rank
@@ Property / cites work @@
+Sample Splitting and Threshold Estimation
@@ Property / cites work: Sample Splitting and Threshold Estimation / rank @@
+Normal rank
@@ Property / cites work @@
+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
+Normal rank
@@ Property / cites work @@
+Testing Parameters in GMM Without Assuming that They Are Identified
+Normal rank
@@ Property / cites work @@
+A time series model for an exchange rate in a target zone with applications
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@@ Property / cites work @@
+Testing linearity against smooth transition autoregressive models
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@@ Property / cites work @@
+A Conditional Likelihood Ratio Test for Structural Models
+Normal rank
@@ Property / cites work @@
+Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
+Normal rank
@@ Property / cites work @@
+The zero-information-limit condition and spurious inference in weakly identified models
+Normal rank
@@ Property / cites work @@
+Identification and Lack of Identification
@@ Property / cites work: Identification and Lack of Identification / rank @@
+Normal rank
@@ Property / cites work @@
+Instrumental Variables Regression with Weak Instruments
+Normal rank
@@ Property / cites work @@
+GMM with Weak Identification
@@ Property / cites work: GMM with Weak Identification / rank @@
+Normal rank
@@ Property / cites work @@
+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
+Normal rank
@@ Property / cites work @@
+A matrix extension of the Cauchy-Schwarz inequality
+Normal rank
@@ Property / DOI @@
+.1016/J.JECONOM.2012.10.003
@@ Property / DOI: 10.1016/J.JECONOM.2012.10.003 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:528166