Robust inference in nonlinear models with mixed identification strength (Q496160)

scientific article; zbMATH DE number 6483280

Language	Label	Description	Also known as
English	Robust inference in nonlinear models with mixed identification strength	scientific article; zbMATH DE number 6483280

Statements

instance of

scholarly article

0 references

title

Robust inference in nonlinear models with mixed identification strength (English)

0 references

author

Xu Cheng

0 references

published in

Journal of Econometrics

0 references

publication date

18 September 2015

0 references

zbMATH Keywords

mixed rates

0 references

nonlinear regression

0 references

robust inference

0 references

uniformity

0 references

weak identification

0 references

MaRDI profile type

Publication

0 references

full work available at URL

https://doi.org/10.1016/j.jeconom.2015.07.003

0 references

cites work

Asymptotics for Semiparametric Econometric Models Via Stochastic Equicontinuity

0 references

Inference for parameters defined by moment inequalities: a recommended moment selection procedure

0 references

Estimation and inference with weak, semi-strong, and strong identification

0 references

Maximum likelihood estimation and uniform inference with sporadic identification failure

0 references

GMM estimation and uniform subvector inference with possible identification failure

0 references

Hybrid and Size-Corrected Subsampling Methods

0 references

VALIDITY OF SUBSAMPLING AND “PLUG-IN ASYMPTOTIC” INFERENCE FOR PARAMETERS DEFINED BY MOMENT INEQUALITIES

0 references

ASYMPTOTIC SIZE AND A PROBLEM WITH SUBSAMPLING AND WITH THE m OUT OF n BOOTSTRAP

0 references

Optimal Two-Sided Invariant Similar Tests for Instrumental Variables Regression

0 references

Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative

0 references

Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection

0 references

Testing with many weak instruments

0 references

Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models

0 references

Efficient GMM with nearly-weak instruments

0 references

Efficient minimum distance estimation with multiple rates of convergence

0 references

Q5560061

0 references

Q5538617

0 references

Testing, Estimation in GMM and CUE with Nearly-Weak Identification

0 references

A new method of projection-based inference in GMM with weakly identified nuisance parameters

0 references

Likelihood inference in some finite mixture models

0 references

Asymptotic and finite sample distribution theory for IV estimators and tests in partially identified structural equations

0 references

Hypothesis Testing When a Nuisance Parameter is Present Only Under the Alternative

0 references

Q3753259

0 references

Some Impossibility Theorems in Econometrics With Applications to Structural and Dynamic Models

0 references

Projection-Based Statistical Inference in Linear Structural Models with Possibly Weak Instruments

0 references

Further results on projection-based inference in IV regressions with weak, collinear or missing instruments

0 references

Q4397010

0 references

Frequentist inference in weakly identified dynamic stochastic general equilibrium models

0 references

On the asymptotic sizes of subset Anderson-Rubin and Lagrange multiplier tests in linear instrumental variables regression

0 references

GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION

0 references

Discontinuities of weak instrument limiting distributions.

0 references

Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis

0 references

Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments.

0 references

Pivotal Statistics for Testing Structural Parameters in Instrumental Variables Regression

0 references

Testing Parameters in GMM Without Assuming that They Are Identified

0 references

Artificial neural networks: an econometric perspective∗

0 references

POOLING ESTIMATES WITH DIFFERENT RATES OF CONVERGENCE: A MINIMUM χ2 APPROACH WITH EMPHASIS ON A SOCIAL INTERACTIONS MODEL

0 references

Testing linearity against smooth transition autoregressive models

0 references

A multiple regime smooth transition heterogeneous autoregressive model for long memory and asymmetries

0 references

A Conditional Likelihood Ratio Test for Structural Models

0 references

Some Further Results on the Exact Small Sample Properties of the Instrumental Variable Estimator

0 references

The zero-information-limit condition and spurious inference in weakly identified models

0 references

On the Formulation of Wald Tests of Nonlinear Restrictions

0 references

Inference in dynamic stochastic general equilibrium models with possible weak identification

0 references

Mixed-rates asymptotics

0 references

Identification and Lack of Identification

0 references

Nonlinear cointegrating regression under weak identification

0 references

Inference in Linear Time Series Models with some Unit Roots

0 references

Instrumental Variables Regression with Weak Instruments

0 references

GMM with Weak Identification

0 references

Specification, Estimation, and Evaluation of Smooth Transition Autoregressive Models

0 references

A matrix extension of the Cauchy-Schwarz inequality

0 references

Weak convergence and empirical processes. With applications to statistics

0 references

Modeling Multiple Regimes in the Business Cycle

0 references

Identifiers

zbMATH Open document ID

1337.62150

0 references

Mathematics Subject Classification ID

0 references

0 references

0 references

0 references

0 references

0 references

0 references

0 references

10.1016/J.JECONOM.2015.07.003

0 references

Sitelinks

Mathematics(1 entry)

mardi Publication:496160