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

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+Estimation and Inference With Weak, Semi-Strong, and Strong Identification
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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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+Efficient GMM with nearly-weak instruments
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+On geometric ergodicity of nonlinear autoregressive models
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+Testing, Estimation in GMM and CUE with Nearly-Weak Identification
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+Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
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+Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative
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+Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
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+Sample Splitting and Threshold Estimation
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+Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
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+Testing Parameters in GMM Without Assuming that They Are Identified
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+A time series model for an exchange rate in a target zone with applications
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+Testing linearity against smooth transition autoregressive models
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+A Conditional Likelihood Ratio Test for Structural Models
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+Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator
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+The zero-information-limit condition and spurious inference in weakly identified models
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+Identification and Lack of Identification
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+Instrumental Variables Regression with Weak Instruments
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+GMM with Weak Identification
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+Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models
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+A matrix extension of the Cauchy-Schwarz inequality
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