Conditional linear combination tests for weakly identified models
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Publication:4613448
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(14)- Efficient size correct subset inference in homoskedastic linear instrumental variables regression
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors
- A geometric approach to nonlinear econometric models
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS
- Identification- and singularity-robust inference for moment condition models
- Admissible, similar tests: a characterization
- A conditional linear combination test with many weak instruments
- Identification-robust nonparametric inference in a linear IV model
- Wild bootstrap inference for instrumental variables regressions with weak and few clusters
- Identification- and many moment-robust inference via invariant moment conditions
- Weak identification with bounds in a class of minimum distance models
- Weak identification with many instruments
- Adjustments with many regressors under covariate-adaptive randomizations
- Double robust inference for continuous updating GMM
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