Pages that link to "Item:Q2859552"
From MaRDI portal
The following pages link to On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression (Q2859552):
Displaying 21 items.
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- On the inconsistency of nonparametric bootstraps for the subvector Anderson-Rubin test (Q777683) (← links)
- A test of the independence of subsets of instrumental variables and regressors (Q899847) (← links)
- Controlling the size of autocorrelation robust tests (Q1739596) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
- Efficient size correct subset inference in homoskedastic linear instrumental variables regression (Q2225004) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- Projection-based inference with particle swarm optimization (Q2246616) (← links)
- Bonferroni-based size-correction for nonstandard testing problems (Q2398972) (← links)
- Identification robust inference in cointegrating regressions (Q2511806) (← links)
- GMM estimation and uniform subvector inference with possible identification failure (Q2878810) (← links)
- SUBSET HYPOTHESES TESTING AND INSTRUMENT EXCLUSION IN THE LINEAR IV REGRESSION (Q3465601) (← links)
- INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
- Confidence sets based on inverting Anderson–Rubin tests (Q5093230) (← links)
- IDENTIFICATION ROBUST INFERENCE FOR MOMENTS-BASED ANALYSIS OF LINEAR DYNAMIC PANEL DATA MODELS (Q5104479) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION (Q5389958) (← links)
- OLS and IV estimation of regression models including endogenous interaction terms (Q5860946) (← links)
- Finite sample inference in multivariate instrumental regressions with an application to Catastrophe bonds* (Q6134140) (← links)
- Detecting identification failure in moment condition models (Q6193010) (← links)