Robust inference in nonlinear models with mixed identification strength
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Publication:496160
DOI10.1016/j.jeconom.2015.07.003zbMath1337.62150OpenAlexW3125449780MaRDI QIDQ496160
Publication date: 18 September 2015
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2015.07.003
Applications of statistics to economics (62P20) Asymptotic distribution theory in statistics (62E20) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Robustness and adaptive procedures (parametric inference) (62F35) General nonlinear regression (62J02)
Related Items (11)
UNIFORM INFERENCE IN A GENERALIZED INTERVAL ARITHMETIC CENTER AND RANGE LINEAR MODEL ⋮ Inference for the correlation coefficient between potential outcomes in the Gaussian switching regime model ⋮ Bonferroni-based size-correction for nonstandard testing problems ⋮ Almost sure uniqueness of a global minimum without convexity ⋮ Wald, QLR, and score tests when parameters are subject to linear inequality constraints ⋮ ASYMPTOTIC SIZE OF KLEIBERGEN’S LM AND CONDITIONAL LR TESTS FOR MOMENT CONDITION MODELS ⋮ Detecting identification failure in moment condition models ⋮ Generic results for establishing the asymptotic size of confidence sets and tests ⋮ Bounding the difference between true and nominal rejection probabilities in tests of hypotheses about instrumental variables models ⋮ Identification strength with a large number of moments ⋮ Comprehensively testing linearity hypothesis using the smooth transition autoregressive model
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