Some properties of tests for parameters that can be arbitrarily close to being unidentified
From MaRDI portal
Publication:2388951
DOI10.1016/j.jspi.2009.02.020zbMath1419.62505OpenAlexW1968655503MaRDI QIDQ2388951
Publication date: 22 July 2009
Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)
Full work available at URL: http://epubs.surrey.ac.uk/430832/1/InconsistentTests-24-03-2009.pdf
identificationconsistent testssimilar testsuniformly consistent testsparameters arbitrarily close to being unidentified
Applications of statistics to economics (62P20) Parametric tolerance and confidence regions (62F25) Parametric hypothesis testing (62F03)
Cites Work
- Unnamed Item
- Unnamed Item
- Monte Carlo tests with nuisance parameters: a general approach to finite-sample inference and nonstandard asymptotics
- Exactly distribution-free inference in instrumental variables regression with possibly weak instruments
- The nonexistence of \(100(1-\alpha)\%\) confidence sets of finite expected diameter in errors-in-variables and related models
- A characterization of the Fieller solution
- Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations
- The nonexistence of confidence sets for discontinuous functionals.
- THE AVAILABLE INFORMATION FOR INVARIANT TESTS OF A UNIT ROOT
- The Nonexistence of Certain Statistical Procedures in Nonparametric Problems
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
- Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression
- Asymptotic Statistics
- Local divergence and association
- Instrumental Variables Regression with Weak Instruments
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- GMM with Weak Identification
- CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS
- Testing Parameters in GMM Without Assuming that They Are Identified
- A Conditional Likelihood Ratio Test for Structural Models
- Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
- Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression
- Existence of Bounded Length Confidence Intervals
- A Necessary and Sufficient Condition for the Existence of Consistent Estimates
This page was built for publication: Some properties of tests for parameters that can be arbitrarily close to being unidentified