Pages that link to "Item:Q530604"
From MaRDI portal
The following pages link to Testing for weak identification in possibly nonlinear models (Q530604):
Displaying 17 items.
- Underidentification? (Q528042) (← links)
- DSGE pileups (Q1655666) (← links)
- On weak identification in structural VARMA models (Q1673503) (← links)
- Asymptotic F tests under possibly weak identification (Q2190247) (← links)
- Testing identification strength (Q2227047) (← links)
- Projection-based inference with particle swarm optimization (Q2246616) (← 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)
- Weak identification in probit models with endogenous covariates (Q2316752) (← links)
- Modeling time-variation over the business cycle (1960--2017): an international perspective (Q2691788) (← links)
- Testing, Estimation in GMM and CUE with Nearly-Weak Identification (Q3564824) (← links)
- Evaluating Statistical Hypotheses Using Weakly‐Identifiable Estimating Functions (Q4923053) (← links)
- ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS (Q5357397) (← links)
- Structural change tests for GEL criteria (Q5860890) (← links)
- Near exogeneity, weak identification and specification testing: Some asymptotic results (Q5866060) (← 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)
- GMM Estimation of Non-Gaussian Structural Vector Autoregression (Q6617737) (← links)
