Pages that link to "Item:Q3377449"

The following pages link to GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION (Q3377449):

Displaying 40 items.

• Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
• Nearly-singular design in GMM and generalized empirical likelihood estimators (Q295412) (← links)
• Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities (Q295704) (← links)
• Bootstrap validity for the score test when instruments may be weak (Q302097) (← links)
• Improving confidence set estimation when parameters are weakly identified (Q312102) (← links)
• Divergences and duality for estimation and test under moment condition models (Q447621) (← links)
• Hybrid generalized empirical likelihood estimators: instrument selection with adaptive lasso (Q494397) (← links)
• Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
• GEL statistics under weak identification (Q528051) (← links)
• Testing for weak identification in possibly nonlinear models (Q530604) (← links)
• Reducing asymptotic bias of weak instrumental estimation using independently repeated cross-sectional information (Q654497) (← links)
• Applications of subsampling, hybrid, and size-correction methods (Q736678) (← links)
• A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
• The validity of instruments revisited (Q738120) (← links)
• Two-step generalised empirical likelihood inference for semiparametric models (Q1021839) (← links)
• Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models (Q2024466) (← links)
• The empirical saddlepoint estimator (Q2154965) (← links)
• Score tests in GMM: why use implied probabilities? (Q2224881) (← links)
• Testing identification strength (Q2227047) (← links)
• Inference of local regression in the presence of nuisance parameters (Q2227059) (← links)
• Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors (Q2280578) (← links)
• Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
• Some properties of tests for parameters that can be arbitrarily close to being unidentified (Q2388951) (← links)
• Tests of additional conditional moment restrictions (Q2398971) (← links)
• Optimally combining censored and uncensored datasets (Q2628828) (← links)
• Finite-sample corrected inference for two-step GMM in time series (Q2697990) (← links)
• Testing the adequacy of conventional asymptotics in GMM (Q3004022) (← links)
• Minimum Divergence, Generalized Empirical Likelihoods, and Higher Order Expansions (Q3007555) (← links)
• GEL METHODS FOR NONSMOOTH MOMENT INDICATORS (Q3081461) (← links)
• Regenerative block empirical likelihood for Markov chains (Q3106423) (← links)
• VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES (Q3181942) (← links)
• Efficient GMM with nearly-weak instruments (Q3406057) (← links)
• GENERALIZED EMPIRICAL LIKELIHOOD INFERENCE FOR NONLINEAR AND TIME SERIES MODELS UNDER WEAK IDENTIFICATION (Q3409065) (← links)
• Finite Sample Evidence Suggesting a Heavy Tail Problem of the Generalized Empirical Likelihood Estimator (Q3518461) (← links)
• INFERENCE IN INSTRUMENTAL VARIABLE MODELS WITH HETEROSKEDASTICITY AND MANY INSTRUMENTS (Q4993889) (← links)
• Shrinkage of Variance for Minimum Distance Based Tests (Q5080513) (← 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)
• Structural change tests for GEL criteria (Q5860890) (← links)
• Finite sample properties of the GMM Anderson–Rubin test (Q5861026) (← links)