Testing the adequacy of conventional asymptotics in GMM (Q3004022): Difference between revisions

@@ Property / cites work @@
+Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
+Normal rank
@@ Property / cites work @@
+Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
+Normal rank
@@ Property / cites work @@
+Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
+Normal rank
@@ Property / cites work @@
+Alternative Approximations to the Distributions of Instrumental Variable Estimators
+Normal rank
@@ Property / cites work @@
+Choosing the Number of Instruments
@@ Property / cites work: Choosing the Number of Instruments / rank @@
+Normal rank
@@ Property / cites work @@
+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
+Normal rank
@@ Property / cites work @@
+Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
+Normal rank
@@ Property / cites work @@
+GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
+Normal rank
@@ Property / cites work @@
+Generalized empirical likelihood tests in time series models with potential identification failure
+Normal rank
@@ Property / cites work @@
+A New Specification Test for the Validity of Instrumental Variables
+Normal rank
@@ Property / cites work @@
+Large Sample Properties of Generalized Method of Moments Estimators
+Normal rank
@@ Property / cites work @@
+Specification Tests in Econometrics
@@ Property / cites work: Specification Tests in Econometrics / rank @@
+Normal rank
@@ Property / cites work @@
+Asymptotic properties of the Hahn-Hausman test for weak-instruments
+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 Conditional Likelihood Ratio Test for Structural Models
+Normal rank
@@ Property / cites work @@
+Tests with correct size when instruments can be arbitrarily weak
+Normal rank
@@ Property / cites work @@
+Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
+Normal rank
@@ Property / cites work @@
+Generalized Method of Moments With Many Weak Moment Conditions
+Normal rank
@@ Property / cites work @@
+GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
+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 @@
+Identification and Inference for Econometric Models
+Normal rank
@@ Property / cites work @@
+Quadrature-Based Methods for Obtaining Approximate Solutions to Nonlinear Asset Pricing Models
+Normal rank