A Conditional Likelihood Ratio Test for Structural Models

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Cited in

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Identification-robust simulation-based inference in joint discrete/continuous models for energy markets
A modified signed likelihood ratio test in elliptical structural models
Linear model IV estimation when instruments are many or weak
Subvector inference when the true parameter vector may be near or at the boundary
Minimum distance approach to inference with many instruments
On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
Conceptual frameworks and experimental design in simultaneous equations
Robust uniform inference for quantile treatment effects in regression discontinuity designs
Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
Testing for risk aversion in first-price sealed-bid auctions
Score tests in GMM: why use implied probabilities?
Efficient size correct subset inference in homoskedastic linear instrumental variables regression
Editors' introduction. Special issue in honor of Jean-Marie Dufour on identification, inference, and causality
Impossible inference in econometrics: theory and applications
Testing identification strength
Inference in second-order identified models
Exogeneity tests, incomplete models, weak identification and non-Gaussian distributions: invariance and finite-sample distributional theory
Generic results for establishing the asymptotic size of confidence sets and tests
Projection-based inference with particle swarm optimization
Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
Uniformity and the delta method
Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification
Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity
Some properties of tests for parameters that can be arbitrarily close to being unidentified
Structural inference from reduced forms with many instruments
Tests based on t-statistics for IV regression with weak instruments
Identification robust inference in cointegrating regressions
Instrumental variables: an econometrician's perspective
Tests with correct size when instruments can be arbitrarily weak
Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction
Testing with many weak instruments
Performance of conditional Wald tests in IV regression with weak instruments
Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics
GMM estimation and uniform subvector inference with possible identification failure
Rank tests for instrumental variables regression with weak instruments
Symmetry-based inference in an instrumental variable setting
Generalized empirical likelihood tests in time series models with potential identification failure
Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
Instrumental variable quantile regression: a robust inference approach
Weak identification robust tests in an instrumental quantile model
A semi-parametric Bayesian approach to the instrumental variable problem
Efficient two-sided nonsimilar invariant tests in IV regression with weak instruments
INSTRUMENTAL VARIABLE ESTIMATION IN A DATA RICH ENVIRONMENT
A new projection-type split-sample score test in linear instrumental variables regression
Testing the adequacy of conventional asymptotics in GMM
Bootstrap validity for the score test when instruments may be weak
Tests of risk premia in linear factor models
OPTIMAL INVARIANT INFERENCE WHEN THE NUMBER OF INSTRUMENTS IS LARGE
ADMISSIBLE INVARIANT SIMILAR TESTS FOR INSTRUMENTAL VARIABLES REGRESSION
ECONOMETRIC THEORY MEMORIAL TO ALBERT REX BERGSTROM–INTRODUCTION
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GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
Robust, Accurate Confidence Intervals with a Weak Instrument: Quarter of Birth and Education
Subset hypotheses testing and instrument exclusion in the linear IV regression
Entropy-Based Moment Selection in the Presence of Weak Identification
Moving Average-Based Estimators of Integrated Variance
Bootstrap inference in a linear equation estimated by instrumental variables
The weak instrument problem of the system GMM estimator in dynamic panel data models
Assessing the magnitude of the concentration parameter in a simultaneous equations model
ON THE CONDITIONAL LIKELIHOOD RATIO TEST FOR SEVERAL PARAMETERS IN IV REGRESSION
Do better schools lead to more growth? Cognitive skills, economic outcomes, and causation
On Score Tests in Structural Regression Models
Conditional inference for possibly unidentified structural equations
Conditional linear combination tests for weakly identified models
Robust inference in nonlinear models with mixed identification strength
Weak instrumental variables models for longitudinal data
Bootstrap confidence sets with weak instruments
IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
Admissible, similar tests: a characterization
GEL statistics under weak identification
Maximum likelihood estimation and uniform inference with sporadic identification failure
Admissible significance tests in simultaneous equation models
Phoebus J. Dhrymes (1932–2016)
Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
Testing under weak identification with conditional moment restrictions
Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Location properties of point estimators in linear instrumental variables and related models
Near exogeneity, weak identification and specification testing: Some asymptotic results
Bootstrap inference for instrumental variable models with many weak instruments
Two robust tools for inference about causal effects with invalid instruments
Weak‐instrument robust tests in two‐sample summary‐data Mendelian randomization
Instrument strength in IV estimation and inference: a guide to theory and practice
Locally robust inference for non-Gaussian linear simultaneous equations models
A conditional linear combination test with many weak instruments
Identification-robust nonparametric inference in a linear IV model
On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference
Empirical strategies in economics: illuminating the path from cause to effect
A jackknife Lagrange multiplier test with many weak instruments
Does health behavior change after diagnosis? Evidence from fuzzy regression discontinuity
Conditional inference in \textit{cis}-Mendelian randomization using weak genetic factors
Estimation of the number needed to treat, the number needed to be exposed, and the exposure impact number with instrumental variables
Measuring Social Interaction Effects When Instruments Are Weak
Testing firm conduct
A more credible approach to parallel trends
Simulated conditional moment tests
Identification- and many moment-robust inference via invariant moment conditions
Risk premia from the cross-section of individual assets

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