Pages that link to "Item:Q2859529"
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The following pages link to Estimation and inference with weak, semi-strong, and strong identification (Q2859529):
Displaying 50 items.
- Improving confidence set estimation when parameters are weakly identified (Q312102) (← links)
- Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model (Q337784) (← 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)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Get over it! A multilevel threshold autoregressive model for state-dependent affect regulation (Q736445) (← links)
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
- Testing for jumps and jump intensity path dependence (Q1753059) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- Inference when a nuisance parameter is weakly identified under the null hypothesis (Q1927548) (← links)
- Extremal quantile treatment effects (Q1990599) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- Almost sure uniqueness of a global minimum without convexity (Q2176635) (← links)
- Adjustments of Rao's score test for distributional and local parametric misspecifications (Q2181487) (← links)
- Asymptotic F tests under possibly weak identification (Q2190247) (← links)
- Dynamic panels with MIDAS covariates: nonlinearity, estimation and fit (Q2224996) (← links)
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) (← links)
- Testing identification strength (Q2227047) (← 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)
- Likelihood ratio testing in linear state space models: an application to dynamic stochastic general equilibrium models (Q2227060) (← links)
- Ill-posed estimation in high-dimensional models with instrumental variables (Q2227078) (← links)
- On asymptotic size distortions in the random coefficients logit model (Q2330728) (← links)
- Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
- Some properties of tests for parameters that can be arbitrarily close to being unidentified (Q2388951) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- Many IVs estimation of dynamic panel regression models with measurement error (Q2399538) (← links)
- Conditional moment models under semi-strong identification (Q2451801) (← links)
- Likelihood inference in some finite mixture models (Q2451803) (← links)
- Overlap in observational studies with high-dimensional covariates (Q2658764) (← links)
- Factor models with local factors -- determining the number of relevant factors (Q2673197) (← links)
- Bootstrap adjusted predictive classification for identification of subgroups with differential treatment effects under generalized linear models (Q2681753) (← links)
- Weak identification in the ESTAR model and a new model (Q2852497) (← links)
- GMM estimation and uniform subvector inference with possible identification failure (Q2878810) (← links)
- Estimation and inference with a (nearly) singular Jacobian (Q3306069) (← links)
- ON STANDARD INFERENCE FOR GMM WITH LOCAL IDENTIFICATION FAILURE OF KNOWN FORMS (Q4569584) (← links)
- Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models (Q4586243) (← links)
- NONLINEAR COINTEGRATING POWER FUNCTION REGRESSION WITH ENDOGENEITY (Q5024498) (← links)
- ASYMPTOTIC THEORY FOR KERNEL ESTIMATORS UNDER MODERATE DEVIATIONS FROM A UNIT ROOT, WITH AN APPLICATION TO THE ASYMPTOTIC SIZE OF NONPARAMETRIC TESTS (Q5118572) (← links)
- Towards Uniformly Efficient Trend Estimation Under Weak/Strong Correlation and Non‐stationary Volatility (Q5177951) (← links)
- ROBUST INFERENCE IN STRUCTURAL VECTOR AUTOREGRESSIONS WITH LONG-RUN RESTRICTIONS (Q5218426) (← links)
- TESTING GARCH-X TYPE MODELS (Q5243487) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- Identification strength with a large number of moments (Q5861019) (← links)
- On the relevance of weaker instruments (Q5864655) (← links)
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL (Q5880803) (← links)
- Bootstrap inference for instrumental variable models with many weak instruments (Q5964760) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
