Testing identification strength (Q2227047)

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scientific article

Language	Label	Description	Also known as
English	Testing identification strength	scientific article

Statements

scholarly article

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Testing identification strength (English)

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Bertille Antoine

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Journal of Econometrics

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publication date

9 February 2021

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full work available at URL

http://summit.sfu.ca/item/10941

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zbMATH Keywords

GMM

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weak IV

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test

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subvector

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MaRDI profile type

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Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity

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Estimation and Inference With Weak, Semi-Strong, and Strong Identification

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On the efficient use of the informational content of estimating equations: implied probabilities and Euclidean empirical likelihood

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Efficient GMM with nearly-weak instruments

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Efficient minimum distance estimation with multiple rates of convergence

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A Simple Test for Identification in GMM under Conditional Moment Restrictions

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Consumption and Portfolio Decisions when Expected Returns are Time Varying

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Testing, Estimation in GMM and CUE with Nearly-Weak Identification

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Testing for Common Conditionally Heteroskedastic Factors

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Indirect inference and calibration of dynamic stochastic general equilibrium models

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Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

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Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework

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GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION

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A New Specification Test for the Validity of Instrumental Variables

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Discontinuities of weak instrument limiting distributions.

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Large Sample Properties of Generalized Method of Moments Estimators

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Generalized Instrumental Variables Estimation of Nonlinear Rational Expectations Models

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Matrix Analysis

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Testing for weak identification in possibly nonlinear models

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Generalized reduced rank tests using the singular value decomposition

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Model equivalence tests in a parametric framework

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A Conditional Likelihood Ratio Test for Structural Models

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Tests with correct size when instruments can be arbitrarily weak

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Generalized Method of Moments With Many Weak Moment Conditions

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Optimal testing of equivalence hypotheses

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Instrumental Variables Regression with Weak Instruments

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GMM with Weak Identification

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1016/J.JECONOM.2020.04.017

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Sitelinks

Mathematics(1 entry)

mardi Publication:2227047

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