Pages that link to "Item:Q5393926"
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The following pages link to Testing Parameters in GMM Without Assuming that They Are Identified (Q5393926):
Displaying 50 items.
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities (Q295704) (← links)
- Tests of risk premia in linear factor models (Q302111) (← links)
- Improving confidence set estimation when parameters are weakly identified (Q312102) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Unequal spacing in dynamic panel data: identification and estimation (Q503572) (← links)
- Underidentification? (Q528042) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
- On the precision of Calvo parameter estimates in structural NKPC models (Q602853) (← links)
- Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models (Q736528) (← links)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- A new class of asymptotically efficient estimators for moment condition models (Q737904) (← links)
- A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (Q1023649) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- Indirect inference with endogenously missing exogenous variables (Q1754511) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- A note on the relation between local power and robustness to misspecification (Q1925698) (← links)
- Testing for risk aversion in first-price sealed-bid auctions (Q2074592) (← links)
- Asymptotic F tests under possibly weak identification (Q2190247) (← links)
- Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) (← links)
- Impossible inference in econometrics: theory and applications (Q2227046) (← links)
- Inference in second-order identified models (Q2227050) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Projection-based inference with particle swarm optimization (Q2246616) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← 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)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Some properties of tests for parameters that can be arbitrarily close to being unidentified (Q2388951) (← links)
- Identification in a generalization of bivariate probit models with dummy endogenous regressors (Q2397724) (← 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)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- On the effect of mean-nonstationarity in dynamic panel data models (Q2630122) (← links)
- A test for Kronecker product structure covariance matrix (Q2688652) (← links)
- GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE (Q2878810) (← links)
- RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS (Q2886976) (← links)
- Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
- PIVOTAL STRUCTURAL CHANGE TESTS IN LINEAR SIMULTANEOUS EQUATIONS WITH WEAK IDENTIFICATION (Q3168875) (← links)
