Pages that link to "Item:Q3410710"

The following pages link to Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression (Q3410710):

Displaying 50 items.

• Instrumental variables: an econometrician's perspective (Q252714) (← links)
• Testing with many weak instruments (Q277151) (← links)
• Performance of conditional Wald tests in IV regression with weak instruments (Q280234) (← 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)
• 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)
• Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• On the precision of Calvo parameter estimates in structural NKPC models (Q602853) (← links)
• Robust confidence sets in the presence of weak instruments (Q736516) (← 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)
• Statistical inference in dynamic panel data models (Q928910) (← links)
• Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (Q1023649) (← links)
• A maximum likelihood method for the incidental parameter problem (Q1043759) (← links)
• Linear model IV estimation when instruments are many or weak (Q1669818) (← 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)
• Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) (← links)
• Inference in second-order identified models (Q2227050) (← links)
• Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← 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)
• Some properties of tests for parameters that can be arbitrarily close to being unidentified (Q2388951) (← links)
• Structural inference from reduced forms with many instruments (Q2398603) (← links)
• Estimation uncertainty in structural inflation models with real wage rigidities (Q2445709) (← links)
• Tests based on \(t\)-statistics for IV regression with weak instruments (Q2511804) (← links)
• Identification robust inference in cointegrating regressions (Q2511806) (← links)
• Tests with correct size when instruments can be arbitrarily weak (Q2630073) (← links)
• RANK TESTS FOR INSTRUMENTAL VARIABLES REGRESSION WITH WEAK INSTRUMENTS (Q2886976) (← links)
• INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT (Q2995415) (← links)
• Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
• OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE (Q3181948) (← links)
• EXACT PROPERTIES OF THE CONDITIONAL LIKELIHOOD RATIO TEST IN AN IV REGRESSION MODEL (Q3181956) (← links)
• Bootstrap inference in a linear equation estimated by instrumental variables (Q3548518) (← links)
• ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION (Q3632427) (← links)
• INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
• IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
• ADMISSIBLE, SIMILAR TESTS: A CHARACTERIZATION (Q5221313) (← 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)
• Location Properties of Point Estimators in Linear Instrumental Variables and Related Models (Q5863560) (← links)