A new method of projection-based inference in GMM with weakly identified nuisance parameters
From MaRDI portal
(Redirected from Publication:738026)
Recommendations
- GMM with Weak Identification
- Testing the adequacy of conventional asymptotics in GMM
- GMM estimation and uniform subvector inference with possible identification failure
- Inference when a nuisance parameter is weakly identified under the null hypothesis
- Testing Parameters in GMM Without Assuming that They Are Identified
Cites work
- scientific article; zbMATH DE number 3155150 (Why is no real title available?)
- A new projection-type split-sample score test in linear instrumental variables regression
- Estimation with overidentifying inequality moment conditions
- Exact Tests and Confidence sets in Linear Regressions with Autocorrelated Errors
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
- GMM with Weak Identification
- Higher Order Properties of Gmm and Generalized Empirical Likelihood Estimators
- Hypothesis Testing with Efficient Method of Moments Estimation
- Instrumental Variables Regression with Weak Instruments
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
- Optimal Structural Nested Models for Optimal Sequential Decisions
- Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments
- Rao's score, Neyman's \(C(\alpha)\) and Silvey's LM tests: an essay on historical developments and some new results
- Robust confidence sets in the presence of weak instruments
- Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models
- Testing Parameters in GMM Without Assuming that They Are Identified
Cited in
(12)- Robust inference in nonlinear models with mixed identification strength
- Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
- Projection-based inference with particle swarm optimization
- GMM with Weak Identification
- On the precision of Calvo parameter estimates in structural NKPC models
- Impulse response matching estimators for DSGE models
- Generalized \(C(\alpha)\) tests for estimating functions with serial dependence
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity
- Inference for VARs identified with sign restrictions
- GEL statistics under weak identification
- Bonferroni-based size-correction for nonstandard testing problems
- Detecting identification failure in moment condition models
This page was built for publication: A new method of projection-based inference in GMM with weakly identified nuisance parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q738026)
