Pages that link to "Item:Q5393926"

The following pages link to Testing Parameters in GMM Without Assuming that They Are Identified (Q5393926):

Displaying 24 items.

• Efficient GMM with nearly-weak instruments (Q3406057) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION (Q3409065) (← links)
• SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
• LASSO-TYPE GMM ESTIMATOR (Q3551023) (← links)
• The weak instrument problem of the system GMM estimator in dynamic panel data models (Q3563653) (← links)
• ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
• RELIABLE INFERENCE FOR GMM ESTIMATORS? FINITE SAMPLE PROPERTIES OF ALTERNATIVE TEST PROCEDURES IN LINEAR PANEL DATA MODELS (Q4678782) (← links)
• A Fast Iterated Bootstrap Procedure for Approximating the Small-Sample Bias (Q4929221) (← links)
• INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
• Shrinkage of Variance for Minimum Distance Based Tests (Q5080513) (← links)
• IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
• Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
• ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← 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)
• Structural change tests for GEL criteria (Q5860890) (← links)
• Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)
• Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves (Q5862422) (← links)
• ESTIMATION OF (STATIC OR DYNAMIC) GAMES UNDER EQUILIBRIUM MULTIPLICITY (Q6088608) (← links)
• Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
• A conditional linear combination test with many weak instruments (Q6152636) (← links)
• Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
• Detecting identification failure in moment condition models (Q6193010) (← links)
• Finite underidentification (Q6199633) (← links)