The following pages link to GMM with Weak Identification (Q4530981):
Displaying 50 items.
- Testing Endogeneity with High Dimensional Covariates (Q84409) (← links)
- Combining estimators to improve structural model estimation and inference under quadratic loss (Q265010) (← links)
- The zero-information-limit condition and spurious inference in weakly identified models (Q277154) (← links)
- Boundedly pivotal structural change tests in continuous updating GMM with strong, weak identification and completely unidentified cases (Q278490) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- Generalizing weak instrument robust IV statistics towards multiple parameters, unrestricted covariance matrices and identification statistics (Q280239) (← links)
- Generalized empirical likelihood tests in time series models with potential identification failure (Q290944) (← links)
- Instrumental variable quantile regression: a robust inference approach (Q290966) (← links)
- Examining bias in estimators of linear rational expectations models under misspecification (Q291126) (← links)
- Weak identification robust tests in an instrumental quantile model (Q292141) (← 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)
- Efficient forecast tests for conditional policy forecasts (Q299222) (← 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)
- Impulse response matching estimators for DSGE models (Q341903) (← links)
- Long difference instrumental variables estimation for dynamic panel models with fixed effects (Q451263) (← links)
- Robust inference in nonlinear models with mixed identification strength (Q496160) (← links)
- Underidentification? (Q528042) (← links)
- GEL statistics under weak identification (Q528051) (← links)
- Efficient minimum distance estimation with multiple rates of convergence (Q528052) (← links)
- Maximum likelihood estimation and uniform inference with sporadic identification failure (Q528166) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Chi-squared tests for evaluation and comparison of asset pricing models (Q528174) (← links)
- Quasi ML estimation of the panel AR(1) model with arbitrary initial conditions (Q528179) (← 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)
- A new method of projection-based inference in GMM with weakly identified nuisance parameters (Q738026) (← links)
- Properties of the CUE estimator and a modification with moments (Q738045) (← links)
- The validity of instruments revisited (Q738120) (← links)
- Hahn-Hausman test as a specification test (Q738140) (← links)
- A note on the asymptotic lower bound for the covariance matrix of the GMM estimator of the parameters of agents' utility functions (Q899741) (← links)
- Statistical inference in dynamic panel data models (Q928910) (← links)
- Exact tests of the stability of the Phillips curve: the Canadian case (Q957215) (← links)
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
- Identification-robust simulation-based inference in joint discrete/continuous models for energy markets (Q1023649) (← links)
- GMM estimation of the new Phillips curve. (Q1608847) (← links)
- Linear instrumental variables model averaging estimation (Q1621352) (← links)
- Identification and inference in two-pass asset pricing models (Q1656372) (← links)
- A dynamic network model of the unsecured interbank lending market (Q1657330) (← links)
- On weak identification in structural VARMA models (Q1673503) (← links)
- On the estimation of total factor productivity: a novel Bayesian non-parametric approach (Q1740540) (← links)
- Penalized indirect inference (Q1754510) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- On bootstrap inconsistency and Bonferroni-based size-correction for the subset Anderson-Rubin test under conditional homoskedasticity (Q1792487) (← links)
- Confidence intervals in generalized method of moments models (Q1858927) (← links)
- Information-theoretic estimation of preference parameters: macroeconomic applications and simulation evidence (Q1858935) (← links)
- Inference when a nuisance parameter is weakly identified under the null hypothesis (Q1927548) (← links)
- On the structure of IV estimands (Q2000863) (← links)
- Empirical asset pricing with multi-period disaster risk: a simulation-based approach (Q2024452) (← links)
