Inference when a nuisance parameter is weakly identified under the null hypothesis

DOI10.1016/j.econlet.2003.12.023zbMath1255.62043OpenAlexW2073715733MaRDI QIDQ1927548

Stanislav Anatolyev

Publication date: 1 January 2013

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2003.12.023

zbMATH Keywords

threshold modelsize distortionweak identificationdrifting parameter DGP

Mathematics Subject Classification ID

Related Items (1)

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

Cites Work

• A matrix extension of the Cauchy-Schwarz inequality
• Optimal Tests when a Nuisance Parameter is Present Only Under the Alternative
• Instrumental Variables Regression with Weak Instruments
• GMM with Weak Identification
• Inference When a Nuisance Parameter Is Not Identified Under the Null Hypothesis
• Unnamed Item

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