Pages that link to "Item:Q5393934"

The following pages link to Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments (Q5393934):

Displaying 16 items.

• 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)
• Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
• Impulse response matching estimators for DSGE models (Q341903) (← links)
• Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
• GEL statistics under weak identification (Q528051) (← 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)
• 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)
• 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)
• Identification-robust beta pricing, spanning, mimicking portfolios, and the benchmark neutrality of catastrophe bonds (Q6133353) (← links)
• Identification-robust nonparametric inference in a linear IV model (Q6163263) (← links)
• Detecting identification failure in moment condition models (Q6193010) (← links)