Pages that link to "Item:Q2878810"
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The following pages link to GMM estimation and uniform subvector inference with possible identification failure (Q2878810):
Displaying 25 items.
- 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)
- A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
- Identification problem of GMM estimators for short panel data models with interactive fixed effects (Q1668021) (← links)
- Subvector inference when the true parameter vector may be near or at the boundary (Q1739590) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- Confidence intervals in generalized method of moments models (Q1858927) (← links)
- Robust small sample accurate inference in moment condition models (Q1927103) (← links)
- Generic results for establishing the asymptotic size of confidence sets and tests (Q2227058) (← links)
- GMM and misspecification correction for misspecified models with diverging number of parameters (Q2300520) (← links)
- Weak identification in probit models with endogenous covariates (Q2316752) (← links)
- On asymptotic size distortions in the random coefficients logit model (Q2330728) (← links)
- Testing overidentifying restrictions with a restricted parameter space (Q2334325) (← links)
- Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
- GMM estimation in partial linear models with endogenous covariates causing an over-identified problem (Q3178629) (← links)
- Estimation and inference with a (nearly) singular Jacobian (Q3306069) (← links)
- Valid Inference in Partially Unstable Generalized Method of Moments Models (Q3601196) (← links)
- On robust GMM estimation with applications in economics and finance (Q4526135) (← links)
- GMM with Weak Identification (Q4530981) (← links)
- Comprehensively testing linearity hypothesis using the smooth transition autoregressive model (Q5867579) (← links)
- UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL (Q5880803) (← links)
- A smoothed \(p\)-value test when there is a nuisance parameter under the alternative (Q6076573) (← links)
- Wald, QLR, and score tests when parameters are subject to linear inequality constraints (Q6108338) (← links)
- Detecting identification failure in moment condition models (Q6193010) (← links)
- High-dimensional IV cointegration estimation and inference (Q6193065) (← links)
