Pages that link to "Item:Q2451794"

The following pages link to Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794):

Displaying 10 items.

• Simple and powerful GMM over-identification tests with accurate size (Q738121) (← links)
• Testing overidentifying restrictions with inefficient estimators (Q900014) (← links)
• A reinterpretation of the tests of overidentifying restrictions (Q1126482) (← links)
• Asymptotic robustness of tests of overidentification and predeterminedness (Q1329137) (← links)
• Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
• Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
• Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
• A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters (Q2440465) (← links)
• Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
• Size matters: covariance matrix estimation under the alternative (Q5433627) (← links)