A note on the relation between local power and robustness to misspecification
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Publication:1925698
DOI10.1016/J.ECONLET.2012.01.020zbMath1253.91142OpenAlexW1965395888MaRDI QIDQ1925698
Publication date: 18 December 2012
Published in: Economics Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.econlet.2012.01.020
Parametric hypothesis testing (62F03) Robustness and adaptive procedures (parametric inference) (62F35) Statistical methods; economic indices and measures (91B82)
Cites Work
- Tests with correct size when instruments can be arbitrarily weak
- Distortions of Asymptotic Confidence Size in Locally Misspecified Moment Inequality Models
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
- ON THE ASYMPTOTIC SIZE DISTORTION OF TESTS WHEN INSTRUMENTS LOCALLY VIOLATE THE EXOGENEITY ASSUMPTION
- Testing Parameters in GMM Without Assuming that They Are Identified
- Estimation of the Parameters of a Single Equation in a Complete System of Stochastic Equations
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