Identification- and Singularity-Robust Inference for Moment Condition
Year of publication: |
2015-01
|
---|---|
Authors: | Andrews, Donald W. K. ; Guggenberger, Patrik |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymptotics | Conditional likelihood ratio test | Confidence set | Identification | Inference | Moment conditions | Robust | Singular variance | Test | Weak identification | Weak instruments |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Notes: | Includes supplemental material The price is None Number 1978 154 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C12 - Hypothesis Testing |
Source: |
-
Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K., (2019)
-
Identification‐ and singularity‐robust inference for moment condition models
Andrews, Donald W. K., (2019)
-
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models
Andrews, Donald W. K., (2014)
- More ...
-
Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models
Andrews, Donald W. K., (2014)
-
The Impact of a Hausman Pretest on the Size of Hypothesis Tests
Guggenberger, Patrik, (2008)
-
A Bias-Reduced Log-Periodogram Regression Estimator for the Long-Memory Parameter
Andrews, Donald W.K., (2000)
- More ...