Pages that link to "Item:Q4367741"
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The following pages link to Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models (Q4367741):
Displaying 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- MMC techniques for limited dependent variables models: implementation by the branch-and-bound algorithm (Q275248) (← links)
- Alternative approximations of the bias and MSE of the IV estimator under weak identification with an application to bias correction (Q276930) (← links)
- The zero-information-limit condition and spurious inference in weakly identified models (Q277154) (← links)
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- A smoothed least squares estimator for threshold regression models (Q289180) (← links)
- Symmetry-based inference in an instrumental variable setting (Q290937) (← links)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← links)
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities (Q295704) (← links)
- Efficient forecast tests for conditional policy forecasts (Q299222) (← links)
- Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
- Tests of risk premia in linear factor models (Q302111) (← links)
- Exact and asymptotic tests for possibly non-regular hypotheses on stochastic volatility models (Q302189) (← links)
- Testing joint hypotheses when one of the alternatives is one-sided (Q451289) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
- On the precision of Calvo parameter estimates in structural NKPC models (Q602853) (← links)
- Robust confidence sets in the presence of weak instruments (Q736516) (← links)
- Identification robust confidence set methods for inference on parameter ratios with application to discrete choice models (Q736528) (← links)
- Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
- A class of simple distribution-free rank-based unit root tests (Q737964) (← links)
- A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
- Instrument endogeneity and identification-robust tests: some analytical results (Q928899) (← links)
- Simulation-based exact jump tests in models with conditional heteroskedasticity (Q951480) (← links)
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
- Finite sample multivariate tests of asset pricing models with coskewness (Q961393) (← links)
- Two geometric representations of confidence intervals for ratios of linear combinations of regression parameters: an application to the NAIRU (Q991348) (← links)
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (Q1023649) (← links)
- Foundations of statistical inference based on numerical roots of robust pivot functions (Q1305647) (← links)
- Empirically relevant critical values for hypothesis tests: A bootstrap approach (Q1574222) (← links)
- An alternative approach to obtaining Nagar-type moment approximations in simultaneous equation models (Q1586562) (← links)
- Foundations of multivariate inference using modern computers (Q1595162) (← links)
- The indirect continuous-GMM estimation (Q1623544) (← links)
- Linear model IV estimation when instruments are many or weak (Q1669818) (← links)
- A test of the long memory hypothesis based on self-similarity (Q1695666) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- The bootstrap and hypothesis tests in econometrics (Q1841085) (← links)
- Markovian processes, two-sided autoregressions and finite-sample inference for stationary and nonstationary autoregressive processes (Q1841189) (← links)
- Simulation based finite and large sample tests in multivariate regressions (Q1867743) (← links)
- Bayesian bootstrap multivariate regression (Q1868969) (← links)
- Finite-sample bootstrap inference in GARCH models with heavy-tailed innovations (Q1927104) (← links)
- Combining \(p\)-values to test for multiple structural breaks in cointegrated regressions (Q2000873) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Testing for principal component directions under weak identifiability (Q2176623) (← links)
