Maximum likelihood estimation and uniform inference with sporadic identification failure
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Cites work
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Cited in
(19)- Likelihood inference in some finite mixture models
- Extremal quantile treatment effects
- GMM estimation and uniform subvector inference with possible identification failure
- Weak identification in probit models with endogenous covariates
- Projection-based inference with particle swarm optimization
- Is There a Jump in the Transition?
- Detecting identification failure in moment condition models
- Generic results for establishing the asymptotic size of confidence sets and tests
- Data filtering based multi-innovation extended gradient method for controlled autoregressive autoregressive moving average systems using the maximum likelihood principle
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative
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- Adjustments of Rao's score test for distributional and local parametric misspecifications
- Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
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- Smooth transition simultaneous equation models
- Identification and Lack of Identification
- Overlap in observational studies with high-dimensional covariates
- Locally robust inference for non-Gaussian linear simultaneous equations models
- Estimation and inference with a (nearly) singular Jacobian
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