Pages that link to "Item:Q738121"
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The following pages link to Simple and powerful GMM over-identification tests with accurate size (Q738121):
Displaying 18 items.
- Fixed-smoothing asymptotics in the generalized empirical likelihood estimation framework (Q284309) (← links)
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series (Q284329) (← links)
- On the effect of weighting matrix in GMM specification test (Q313110) (← links)
- Sieve semiparametric two-step GMM under weak dependence (Q496156) (← links)
- Asymptotic \(F\) and \(t\) tests in an efficient GMM setting (Q524822) (← links)
- A simple and trustworthy asymptotic \(t\) test in difference-in-differences regressions (Q2000831) (← links)
- Simple and trustworthy cluster-robust GMM inference (Q2024463) (← links)
- Asymptotic F tests under possibly weak identification (Q2190247) (← links)
- Improvement in finite-sample properties of GMM-based Wald tests (Q2255853) (← links)
- Subsampling tests of parameter hypotheses and overidentifying restrictions with possible failure of identification (Q2353919) (← links)
- Bootstrapping the GMM overidentification test under first-order underidentification (Q2405903) (← links)
- Heteroskedasticity and spatiotemporal dependence robust inference for linear panel models with fixed effects (Q2448412) (← links)
- Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix (Q2451794) (← links)
- Testing overidentifying restrictions with many instruments and heteroskedasticity (Q2512594) (← links)
- SIMPLE, ROBUST, AND ACCURATE<i>F</i>AND<i>t</i>TESTS IN COINTEGRATED SYSTEMS (Q4585026) (← links)
- An asymptotically F-distributed Chow test in the presence of heteroscedasticity and autocorrelation (Q5065204) (← links)
- Size matters: covariance matrix estimation under the alternative (Q5433627) (← links)
- Comment (Q6623207) (← links)
