Locally robust inference for non-Gaussian linear simultaneous equations models

Cites Work

Identification and estimation of non-Gaussian structural vector autoregressions
Consistent noisy independent component analysis
Statistical inference for independent component analysis: application to structural VAR models
Maximum likelihood estimation and uniform inference with sporadic identification failure
Lectures on probability theory and statistics. Ecole d'eté de probabilités de Saint-Flour XXIX - 1999, Saint-Flour, France, July 8--24, 1999
Optimal inference for instrumental variables regression with non-Gaussian errors
Neyman's C(\(\alpha\) ) test and Rao's efficient score test for composite hypotheses
Exact mean integrated squared error
Empirical smoothing parameter selection in adaptive estimation
Independent component analysis, a new concept?
Higher moment estimators for linear regression models with errors in the variables
Modified Wald tests under nonregular conditions
Asymptotics in statistics. Some basic concepts.
Asymptotically uniformly most powerful tests in parametric and semiparametric models
Identification of structural VAR models via independent component analysis: a performance evaluation study
Generic results for establishing the asymptotic size of confidence sets and tests
Identification of structural vector autoregressions through higher unconditional moments
The Jacobian of the exponential function
Efficient independent component analysis
Tailor-made tests for goodness of fit to semiparametric hypotheses
Estimation and Inference With Weak, Semi-Strong, and Strong Identification
The Skew-Normal and Related Families
Instrumental Variables Estimation With Flexible Distributions
Structural Vector Autoregressions With Nonnormal Residuals
On Large-Sample Estimation and Testing in Parametric Models
Identification in the Linear Errors in Variables Model
Semiparametric efficiency bounds
Asymptotic Statistics
Instrumental Variables Regression with Weak Instruments
GMM with Weak Identification
Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
Inference for VARs identified with sign restrictions
TWO-STEP GMM ESTIMATION OF THE ERRORS-IN-VARIABLES MODEL USING HIGH-ORDER MOMENTS
Optimization and testing in linear non‐Gaussian component analysis
Identifiability and estimation of structural vector autoregressive models for subsampled and mixed-frequency time series
Identification and Estimation in Non-Fundamental Structural VARMA Models
Optimal Decision Rules for Weak GMM
Identification‐ and singularity‐robust inference for moment condition models
Linear Non-Gaussian Component Analysis Via Maximum Likelihood
Testing Parameters in GMM Without Assuming that They Are Identified
Testing Statistical Hypotheses
A Conditional Likelihood Ratio Test for Structural Models
Identification in Parametric Models
Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
Identifiability of a Linear Relation between Variables Which Are Subject to Error
The Statistical Implications of a System of Simultaneous Equations
The Probability Approach in Econometrics
Theory of Weak Identification in Semiparametric Models
On the Interrelation Between the Sample Mean and the Sample Variance
A practical guide to splines.
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
Refining set-identification in VARs through independence
Time series estimation of the dynamic effects of disaster-type shocks
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item
Unnamed Item

This page was built for publication: Locally robust inference for non-Gaussian linear simultaneous equations models