Pages that link to "Item:Q496160"
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The following pages link to Robust inference in nonlinear models with mixed identification strength (Q496160):
Displayed 11 items.
- Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model (Q337784) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- Almost sure uniqueness of a global minimum without convexity (Q2176635) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- Identification strength with a large number of moments (Q5861019) (← links)
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL (Q5880803) (← links)
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints (Q6108338) (← links)
- Detecting identification failure in moment condition models (Q6193010) (← links)