Pages that link to "Item:Q3557548"
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The following pages link to ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE <i>m</i> OUT OF <i>n</i> BOOTSTRAP (Q3557548):
Displaying 50 items.
- Hypothesis testing near singularities and boundaries (Q85619) (← links)
- Global identifiability of linear structural equation models (Q116503) (← links)
- Semiparametric estimation of a binary response model with a change-point due to a covariate threshold (Q295410) (← links)
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model (Q337784) (← links)
- Select the valid and relevant moments: an information-based Lasso for GMM with many moments (Q494181) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Asymptotics for LS, GLS, and feasible GLS statistics in an AR(1) model with conditional heteroskedasticity (Q527995) (← links)
- Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
- The impact of a Hausman pretest on the size of a hypothesis test: the panel data case (Q530953) (← links)
- EL inference for partially identified models: large deviations optimality and bootstrap validity (Q530963) (← links)
- Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497) (← links)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- The validity of instruments revisited (Q738120) (← links)
- Robust subsampling (Q738145) (← links)
- On the uniform asymptotic validity of subsampling and the bootstrap (Q741807) (← links)
- Testing regression coefficients after model selection through sign restrictions (Q974210) (← links)
- Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- Inference on functionals under first order degeneracy (Q2000838) (← links)
- Refinements of the Kiefer-Wolfowitz theorem and a test of concavity (Q2008622) (← links)
- A note on the coverage behaviour of bootstrap percentile confidence intervals for constrained parameters (Q2167323) (← links)
- Jackknife empirical likelihood for inequality constraints on regular functionals (Q2225003) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- An improved bootstrap test for restricted stochastic dominance (Q2236873) (← links)
- Bahadur intercept with applications to one-sided testing (Q2306885) (← links)
- On asymptotic size distortions in the random coefficients logit model (Q2330728) (← links)
- Asymptotically exact inference in conditional moment inequality~models (Q2346015) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- Pre and post break parameter inference (Q2451770) (← links)
- Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators (Q2628859) (← links)
- An improved bootstrap test of stochastic dominance (Q2630159) (← links)
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models (Q2681753) (← links)
- Maximum likelihood estimation of stochastic frontier models with endogeneity (Q2697976) (← links)
- GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE (Q2878810) (← links)
- THE IMPACT OF A HAUSMAN PRETEST ON THE ASYMPTOTIC SIZE OF A HYPOTHESIS TEST (Q3557545) (← links)
- SHARP BOUNDS ON THE DISTRIBUTION OF TREATMENT EFFECTS AND THEIR STATISTICAL INFERENCE (Q3577707) (← links)
- Hybrid and Size-Corrected Subsampling Methods (Q3644911) (← links)
- INSTRUMENTAL VARIABLE ESTIMATION OF STRUCTURAL VAR MODELS ROBUST TO POSSIBLE NONSTATIONARITY (Q5051516) (← links)
- Subsampling to Enhance Efficiency in Input Uncertainty Quantification (Q5095183) (← links)
- SECOND ORDER EXPANSION OF THE <i>T</i>-STATISTIC IN AR(1) MODELS (Q5255868) (← links)
- A recentred bootstrap procedure for constructing uniformly correct confidence sets under smooth function models (Q5280362) (← links)
- ROBUST FORECAST COMPARISON (Q5371152) (← links)
- CONSISTENCY OF PLUG-IN ESTIMATORS OF UPPER CONTOUR AND LEVEL SETS (Q5389954) (← links)
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
- Near exogeneity, weak identification and specification testing: Some asymptotic results (Q5866060) (← links)
- Bootstrap inference for a class of non-regular estimators (Q6103235) (← links)
- Uniform inference for value functions (Q6108323) (← links)
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints (Q6108338) (← links)
