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Testing, estimation in GMM and cue with nearly-weak identification
Caner, Mehmet - In: Econometric reviews 29 (2010) 3, pp. 330-363
Persistent link: https://www.econbiz.de/10003965141
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Shrinkage of variance for minimum distance based tests
Chaudhuri, Saraswata; Renault, Eric - In: Econometric reviews 34 (2015) 1/5, pp. 328-351
Persistent link: https://www.econbiz.de/10011373279
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Consistent GMM residuals-based tests of functional form
Hill, Jonathan B. - In: Econometric reviews 32 (2013) 1/4, pp. 361-383
Persistent link: https://www.econbiz.de/10009717788
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Exact and asymptotic identification-robust inference for dynamic structural equations with an application to New Keynesian Phillips Curves
Kang, Byunguk; Dufour, Jean-Marie - In: Econometric reviews 40 (2021) 7, pp. 657-687
Persistent link: https://www.econbiz.de/10012624528
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Identification strength with a large number of moments
Han, Hyojin; Renault, Eric - In: Econometric reviews 39 (2020) 7, pp. 691-714
Persistent link: https://www.econbiz.de/10012262515
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A new class of tests for overidentifying restrictions in moment condition models
Wang, Xuexin - In: Econometric reviews 39 (2020) 5, pp. 495-509
Persistent link: https://www.econbiz.de/10012181407
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Structural change tests for GEL criteria
Guay, Alain; Lamarche, Jean-François - In: Econometric reviews 37 (2018) 6/10, pp. 1000-1032
Persistent link: https://www.econbiz.de/10012040528
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Misspecification testing : non-invariance of expectations models of inflation
Castle, Jennifer; Doornik, Jurgen A.; Hendry, David F.; … - In: Econometric reviews 33 (2014) 5/6, pp. 553-574
Persistent link: https://www.econbiz.de/10010360791
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Reliable inference for GMM estimators? : Finite sample properties of alternative test procedures in linear panel data models
Bond, Stephen; Windmeijer, Frank - In: Econometric reviews 24 (2005) 1, pp. 1-37
Persistent link: https://www.econbiz.de/10002655586
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Optimal predictive tests
Guay, Alain - In: Econometric reviews 22 (2003) 4, pp. 379-410
Persistent link: https://www.econbiz.de/10001843551