Estimation and inference with weak, semi-strong, and strong identification
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Publication:2859529
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- scientific article; zbMATH DE number 5280088
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- Wild bootstrap inference for instrumental variables regressions with weak and few clusters
- Testing for weak identification in possibly nonlinear models
- Likelihood inference in some finite mixture models
- Extremal quantile treatment effects
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression
- On asymptotic size distortions in the random coefficients logit model
- Asymptotically Valid Bootstrap Inference for Proxy SVARs
- Subvector inference when the true parameter vector may be near or at the boundary
- GMM estimation and uniform subvector inference with possible identification failure
- Inference of local regression in the presence of nuisance parameters
- Ill-posed estimation in high-dimensional models with instrumental variables
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models
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- Bonferroni-based size-correction for nonstandard testing problems
- Testing for jumps and jump intensity path dependence
- Factor models with local factors -- determining the number of relevant factors
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- Bootstrap inference for instrumental variable models with many weak instruments
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models
- On the relevance of weaker instruments
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL
- Get over it! A multilevel threshold autoregressive model for state-dependent affect regulation
- Improving confidence set estimation when parameters are weakly identified
- Conditional moment models under semi-strong identification
- Identification-robust nonparametric inference in a linear IV model
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS
- Long and short-run dynamics in realized covariance matrices: a robust MIDAS approach
- Towards uniformly efficient trend estimation under weak/strong correlation and non-stationary volatility
- Asymptotic theory for kernel estimators under moderate deviations from a unit root, with an application to the asymptotic size of nonparametric tests
- Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
- Culling the Herd of Moments with Penalized Empirical Likelihood
- Detecting identification failure in moment condition models
- An identification and testing strategy for proxy-SVARs with weak proxies
- High-dimensional IV cointegration estimation and inference
- Practical Methods for Modeling Weak VARMA Processes: Identification, Estimation and Specification With a Macroeconomic Application
- Asymptotically Uniform Tests After Consistent Model Selection in the Linear Regression Model
- Continued controversy in using latent class models for estimating diagnostic accuracy without a gold standard
- Generic results for establishing the asymptotic size of confidence sets and tests
- Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit
- Almost sure uniqueness of a global minimum without convexity
- On uniform inference in nonlinear models with endogeneity
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative
- Robust inference in nonlinear models with mixed identification strength
- Some properties of tests for parameters that can be arbitrarily close to being unidentified
- Nonlinear cointegrating power function regression with endogeneity
- On standard inference for GMM with local identification failure of known forms
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints
- Estimation and inference in games of incomplete information with unobserved heterogeneity and large state space
- Adjustments of Rao's score test for distributional and local parametric misspecifications
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models
- Maximum likelihood estimation and uniform inference with sporadic identification failure
- Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
- Testing GARCH-X type models
- Asymptotic F tests under possibly weak identification
- Overlap in observational studies with high-dimensional covariates
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- Inference when a nuisance parameter is weakly identified under the null hypothesis
- Sequentially estimating the structural equation by power transformation
- Weak identification in the ESTAR model and a new model
- Testing overidentifying restrictions with a restricted parameter space
- Locally robust inference for non-Gaussian linear simultaneous equations models
- Estimation and inference with a (nearly) singular Jacobian
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION
- GEL statistics under weak identification
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