Pages that link to "Item:Q4367741"
From MaRDI portal
The following pages link to Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models (Q4367741):
Displaying 50 items.
- Statistical development of animal density estimation using random encounter modelling (Q2209852) (← links)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality (Q2227045) (← links)
- Impossible inference in econometrics: theory and applications (Q2227046) (← links)
- Testing identification strength (Q2227047) (← links)
- Inference in second-order identified models (Q2227050) (← links)
- Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory (Q2227052) (← links)
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
- Regression discontinuity designs, white noise models, and minimax (Q2227061) (← links)
- Projection-based inference with particle swarm optimization (Q2246616) (← links)
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← links)
- False confidence, non-additive beliefs, and valid statistical inference (Q2302767) (← links)
- Weak identification in probit models with endogenous covariates (Q2316752) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Some properties of tests for parameters that can be arbitrarily close to being unidentified (Q2388951) (← links)
- Inverting the indirect -- the ellipse and the boomerang: visualizing the confidence intervals of the structural coefficient from two-stage least squares (Q2398611) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- Exact optimal inference in regression models under heteroskedasticity and non-normality of unknown form (Q2445708) (← links)
- Estimation uncertainty in structural inflation models with real wage rigidities (Q2445709) (← links)
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
- Tests based on \(t\)-statistics for IV regression with weak instruments (Q2511804) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- Tests with correct size when instruments can be arbitrarily weak (Q2630073) (← links)
- How mathematical impossibility changed welfare economics: a history of Arrow's impossibility theorem (Q2631822) (← links)
- ON SIZE AND POWER OF HETEROSKEDASTICITY AND AUTOCORRELATION ROBUST TESTS (Q2801990) (← links)
- Weak identification in the ESTAR model and a new model (Q2852497) (← links)
- GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE (Q2878810) (← links)
- RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS (Q2886976) (← links)
- Quantile Regression on Quantile Ranges - A Threshold Approach (Q2954307) (← links)
- A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION (Q2995423) (← links)
- Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
- VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (Q3181942) (← links)
- OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE (Q3181948) (← links)
- ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION (Q3181949) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
- Finite-sample distribution-free inference in linear median regressions under heteroscedasticity and non-linear dependence of unknown form (Q3406052) (← links)
- SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
- Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
- ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548) (← links)
- A MONTE CARLO COMPARISON OF VARIOUS ASYMPTOTIC APPROXIMATIONS TO THE DISTRIBUTION OF INSTRUMENTAL VARIABLES ESTIMATORS (Q4443965) (← links)
- DETECTING LACK OF IDENTIFICATION IN GMM (Q4561956) (← links)
- CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS (Q4561978) (← links)
- ON NONPARAMETRIC INFERENCE IN THE REGRESSION DISCONTINUITY DESIGN (Q4643227) (← links)
- Bootstrap Confidence Sets with Weak Instruments (Q5080463) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
- TESTING UNDER WEAK IDENTIFICATION WITH CONDITIONAL MOMENT RESTRICTIONS (Q5397671) (← links)
- Testing Covariance Stationarity (Q5436944) (← links)
- OLS and IV estimation of regression models including endogenous interaction terms (Q5860946) (← links)
