Pages that link to "Item:Q5472976"

The following pages link to A Conditional Likelihood Ratio Test for Structural Models (Q5472976):

Displayed 50 items.

• Testing Endogeneity with High Dimensional Covariates (Q84409) ‎ (← links)
• Instrumental variables: an econometrician's perspective (Q252714) ‎ (← links)
• Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) ‎ (← links)
• Testing with many weak instruments (Q277151) ‎ (← links)
• Performance of conditional Wald tests in IV regression with weak instruments (Q280234) ‎ (← 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)
• Symmetry-based inference in an instrumental variable setting (Q290937) ‎ (← links)
• Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) ‎ (← links)
• Exactly distribution-free inference in instrumental variables regression with possibly weak instruments (Q290947) ‎ (← links)
• Instrumental variable quantile regression: a robust inference approach (Q290966) ‎ (← links)
• Weak identification robust tests in an instrumental quantile model (Q292141) ‎ (← links)
• A semi-parametric Bayesian approach to the instrumental variable problem (Q292158) ‎ (← links)
• Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments (Q299216) ‎ (← links)
• Bootstrap validity for the score test when instruments may be weak (Q302097) ‎ (← links)
• Tests of risk premia in linear factor models (Q302111) ‎ (← links)
• Do better schools lead to more growth? Cognitive skills, economic outcomes, and causation (Q381045) ‎ (← links)
• Robust inference in nonlinear models with mixed identification strength (Q496160) ‎ (← links)
• GEL statistics under weak identification (Q528051) ‎ (← links)
• Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) ‎ (← links)
• Robust confidence sets in the presence of weak instruments (Q736516) ‎ (← 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)
• The Hausman test and weak instruments (Q737285) ‎ (← links)
• Optimal inference for instrumental variables regression with non-Gaussian errors (Q738130) ‎ (← links)
• Dualism and cross-country growth regressions (Q868479) ‎ (← links)
• Instrument endogeneity and identification-robust tests: some analytical results (Q928899) ‎ (← links)
• Statistical inference in dynamic panel data models (Q928910) ‎ (← links)
• Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) ‎ (← 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)
• Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) ‎ (← links)
• Minimum distance approach to inference with many instruments (Q1745618) ‎ (← links)
• On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) ‎ (← links)
• Conceptual frameworks and experimental design in simultaneous equations (Q1934847) ‎ (← links)
• Robust uniform inference for quantile treatment effects in regression discontinuity designs (Q2000878) ‎ (← links)
• Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) ‎ (← links)
• Testing for risk aversion in first-price sealed-bid auctions (Q2074592) ‎ (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) ‎ (← links)
• Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) ‎ (← 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)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) ‎ (← 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)
• Uniformity and the delta method (Q2312978) ‎ (← links)
• Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) ‎ (← links)