The following pages link to GMM with Weak Identification (Q4530981):
Displaying 50 items.
- Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- The GENIUS approach to robust Mendelian randomization inference (Q2075701) (← links)
- A comparison of testing and estimation of firm conduct (Q2126208) (← links)
- The empirical saddlepoint estimator (Q2154965) (← links)
- Almost sure uniqueness of a global minimum without convexity (Q2176635) (← links)
- Asymptotic F tests under possibly weak identification (Q2190247) (← links)
- Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- Testing identification strength (Q2227047) (← links)
- Inference in second-order identified models (Q2227050) (← links)
- Monte Carlo two-stage indirect inference (2SIF) for autoregressive panels (Q2227053) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
- Inference in structural vector autoregressions identified with an external instrument (Q2236882) (← links)
- Projection-based inference with particle swarm optimization (Q2246616) (← links)
- Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← links)
- GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
- Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
- Empirical likelihood for regression discontinuity design (Q2346018) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Robust standard errors in transformed likelihood estimation of dynamic panel data models with cross-sectional heteroskedasticity (Q2354856) (← links)
- Some properties of tests for parameters that can be arbitrarily close to being unidentified (Q2388951) (← links)
- Identification in a generalization of bivariate probit models with dummy endogenous regressors (Q2397724) (← links)
- Estimation uncertainty in structural inflation models with real wage rigidities (Q2445709) (← links)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
- Conditional moment models under semi-strong identification (Q2451801) (← links)
- Near exogeneity and weak identification in generalized empirical likelihood estimators: many moment asymptotics (Q2511796) (← links)
- Consistent estimation with many moment inequalities (Q2511801) (← links)
- Semiparametric tests of conditional moment restrictions under weak or partial identification (Q2628858) (← links)
- Choosing instrumental variables in conditional moment restriction models (Q2628860) (← links)
- Finite sample inference for quantile regression models (Q2630070) (← links)
- Tests with correct size when instruments can be arbitrarily weak (Q2630073) (← links)
- A video interview of James Stock (Q2687877) (← links)
- Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
- Averaging of an increasing number of moment condition estimators (Q2786680) (← links)
- Second-order refinement of empirical likelihood for testing overidentifying restrictions (Q2847585) (← links)
- GMM estimation and uniform subvector inference with possible identification failure (Q2878810) (← links)
- Panel structural modeling with weak instrumentation and covariance restrictions (Q2878820) (← links)
- Nonlinear cointegrating regression under weak identification (Q2890702) (← links)
- A NEW PROJECTION-TYPE SPLIT-SAMPLE SCORE TEST IN LINEAR INSTRUMENTAL VARIABLES REGRESSION (Q2995423) (← links)
- Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
- Blockwise generalized empirical likelihood inference for non-linear dynamic moment conditions models (Q3161673) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449) (← links)
- Efficient GMM with nearly-weak instruments (Q3406057) (← links)
- GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION (Q3409065) (← links)
- SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
- Historical simulation approach to the estimation of stochastic discount factor models (Q3518379) (← links)
- Entropy-Based Moment Selection in the Presence of Weak Identification (Q3518456) (← links)
- LASSO-TYPE GMM ESTIMATOR (Q3551023) (← links)
