Improving confidence set estimation when parameters are weakly identified
From MaRDI portal
Publication:312102
DOI10.1016/j.spl.2016.06.015zbMath1351.62103OpenAlexW2471791282MaRDI QIDQ312102
Heather Battey, Qiang Feng, Richard J. Smith
Publication date: 13 September 2016
Published in: Statistics \& Probability Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.spl.2016.06.015
Cites Work
- Instrumental variables: an econometrician's perspective
- Causal graphs: addressing the confounding problem without instruments or ignorability
- Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
- Partial identification of probability distributions.
- Weak convergence and empirical processes. With applications to statistics
- Estimation with overidentifying inequality moment conditions
- Estimation and Inference With Weak, Semi-Strong, and Strong Identification
- GENERALIZED EMPIRICAL LIKELIHOOD ESTIMATORS AND TESTS UNDER PARTIAL, WEAK, AND STRONG IDENTIFICATION
- An Exact Test for Multiple Inequality and Equality Constraints in the Linear Regression Model
- Asymptotic Statistics
- GMM with Weak Identification
- Inference for subvectors and other functions of partially identified parameters in moment inequality models
- Estimating Equations with Incomplete Categorical Covariates in the Cox Model
- Inference for Parameters Defined by Moment Inequalities Using Generalized Moment Selection
- The Local Nature of Hypothesis Tests Involving Inequality Constraints in Nonlinear Models
- Testing Parameters in GMM Without Assuming that They Are Identified
- Estimation and Confidence Regions for Parameter Sets in Econometric Models
- One-Sided Testing Problems in Multivariate Analysis
- A multivariate analogue of the one-sided test
This page was built for publication: Improving confidence set estimation when parameters are weakly identified