Pages that link to "Item:Q3218992"
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The following pages link to Identification and Lack of Identification (Q3218992):
Displaying 36 items.
- Approximating the distribution of the two-stage least squares estimator when the concentration parameter is small (Q280242) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Underidentification? (Q528042) (← links)
- Spanning tests in return and stochastic discount factor mean-variance frontiers: a unifying approach (Q528047) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
- The use of generalized inverses in restricted maximum likelihood (Q1086945) (← links)
- Local and global identification and strong consistency in time series models (Q1148645) (← links)
- How common is identification in parametric models? (Q1194024) (← links)
- Overparameterization in the seminonparametric density estimation (Q1274179) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- Irregular N2SLS and Lasso estimation of the matrix exponential spatial specification model (Q1792447) (← links)
- Robust likelihood estimation of dynamic panel data models (Q2074610) (← links)
- On the asymptotic distribution of the quadratic GMM estimator of a dynamic panel data model under a unit root (Q2226831) (← links)
- Inference in second-order identified models (Q2227050) (← links)
- Identification of structural vector autoregressions through higher unconditional moments (Q2236880) (← links)
- On asymptotic size distortions in the random coefficients logit model (Q2330728) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- Maximum likelihood estimation of stochastic frontier models with endogeneity (Q2697976) (← links)
- GMM ESTIMATION AND UNIFORM SUBVECTOR INFERENCE WITH POSSIBLE IDENTIFICATION FAILURE (Q2878810) (← links)
- LIKELIHOOD INFERENCE IN AN AUTOREGRESSION WITH FIXED EFFECTS (Q2976207) (← links)
- CONSTRAINED NON–LINEAR LEAST SQUARES (Q3798072) (← links)
- IN MEMORY OF JOHN DENIS SARGAN (Q4561959) (← links)
- DENIS SARGAN: SOME PERSPECTIVES (Q4561965) (← links)
- VISION AND INFLUENCE IN ECONOMETRICS: JOHN DENIS SARGAN (Q4561966) (← links)
- CONDITIONAL INFERENCE FOR POSSIBLY UNIDENTIFIED STRUCTURAL EQUATIONS (Q4561978) (← links)
- ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
- NONPARAMETRIC EULER EQUATION IDENTIFICATION AND ESTIMATION (Q5012627) (← links)
- SEMIPARAMETRIC IDENTIFICATION AND FISHER INFORMATION (Q5071686) (← links)
- Phoebus J. Dhrymes (1932–2016) (Q5357396) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- Efficiency bounds for semiparametric models with singular score functions (Q5860999) (← links)
- Quantile analysis of ``hazard-rate'' game models (Q6152634) (← links)
- Finite underidentification (Q6199633) (← links)
- Specification testing for conditional moment restrictions under local identification failure (Q6646161) (← links)
