Pages that link to "Item:Q4561956"
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The following pages link to DETECTING LACK OF IDENTIFICATION IN GMM (Q4561956):
Displaying 19 items.
- Generalized reduced rank tests using the singular value decomposition (Q274909) (← links)
- Further results on projection-based inference in IV regressions with weak, collinear or missing instruments (Q280236) (← links)
- Underidentification? (Q528042) (← links)
- Testing for weak identification in possibly nonlinear models (Q530604) (← links)
- Inflation dynamics and the New Keynesian Phillips curve: an identification robust econometric analysis (Q959646) (← links)
- The asymptotic properties of GMM and indirect inference under second-order identification (Q1754512) (← links)
- Efficient bootstrap with weakly dependent processes (Q1927125) (← links)
- On the performance of block-bootstrap continuously updated GMM for a class of non-linear conditional moment models. Moving block bootstrap inference under weak identification (Q2259715) (← links)
- A unifying theory of tests of rank (Q2397723) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- GMM with Weak Identification (Q4530981) (← links)
- Weak Instrumental Variables Models for Longitudinal Data (Q5080152) (← links)
- Structural change tests for GEL criteria (Q5860890) (← links)
- Efficiency bounds for semiparametric models with singular score functions (Q5860999) (← links)
- A GMM approach to estimate the roughness of stochastic volatility (Q6108276) (← links)
- Diagnostic Testing of Finite Moment Conditions for the Consistency and Root-N Asymptotic Normality of the GMM and M Estimators (Q6190331) (← links)
- Detecting identification failure in moment condition models (Q6193010) (← links)
- Finite underidentification (Q6199633) (← links)
- Inference in coarsened time series via generalized method of moments (Q6604031) (← links)
