Inference when a nuisance parameter is weakly identified under the null hypothesis
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Cites work
- A matrix extension of the Cauchy-Schwarz inequality
- GMM with Weak Identification
- scientific article; zbMATH DE number 3990600 (Why is no real title available?)
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- Instrumental Variables Regression with Weak Instruments
- Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
Cited in
(6)- Some properties of tests for parameters that can be arbitrarily close to being unidentified
- Asymptotic size and a problem with subsampling and with the \(m\) out of \(n\) bootstrap
- Bounds for inference with nuisance parameters present only under the alternative
- Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
- A new method of projection-based inference in GMM with weakly identified nuisance parameters
- A new interpretation for null values in the weak instance model
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