Subvector inference when the true parameter vector may be near or at the boundary
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Publication:1739590
DOI10.1016/j.jeconom.2018.08.003zbMath1452.62930OpenAlexW2890944151WikidataQ60104501 ScholiaQ60104501MaRDI QIDQ1739590
Publication date: 26 April 2019
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2018.08.003
Asymptotic properties of parametric estimators (62F12) Applications of statistics to economics (62P20) Point estimation (62F10)
Related Items (9)
UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL ⋮ Multi-state choices with aggregate feedback on unfamiliar alternatives ⋮ Wald, QLR, and score tests when parameters are subject to linear inequality constraints ⋮ Specification Tests for GARCH Processes with Nuisance Parameters on the Boundary ⋮ Unnamed Item ⋮ TESTING GARCH-X TYPE MODELS ⋮ On asymptotic size distortions in the random coefficients logit model ⋮ Testing overidentifying restrictions with a restricted parameter space ⋮ Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models
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