Pages that link to "Item:Q2630123"
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The following pages link to Estimation with overidentifying inequality moment conditions (Q2630123):
Displaying 14 items.
- Improving confidence set estimation when parameters are weakly identified (Q312102) (← links)
- Non-standard tests through a composite null and alternative in point-identified parameters (Q312337) (← links)
- Model selection tests for moment inequality models (Q494361) (← links)
- A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
- The weighted method of moments approach for moment condition models (Q974198) (← links)
- Estimation and inference of dynamic structural factor models with over-identifying restrictions (Q1652946) (← links)
- Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (Q1858935) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- An improved bootstrap test of stochastic dominance (Q2630159) (← links)
- Density forecast of financial returns using decomposition and maximum entropy (Q2694014) (← links)
- Reproducible econometric simulations (Q2870576) (← links)
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL (Q5880803) (← links)
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints (Q6108338) (← links)
- A Framework for Eliciting, Incorporating, and Disciplining Identification Beliefs in Linear Models (Q6617822) (← links)
