a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment … condition models. Both tests are very fast to compute. The paper shows that the tests have correct asymptotic size and are … Moreira's CLR test when p = 1 in the homoskedastic linear IV model. The same is true for p ≥ 2 in most, but not all …

a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment … condition models. Both tests are very fast to compute. The paper shows that the tests have correct asymptotic size and are … Moreira's CLR test when p=1 in the homoskedastic linear IV model. The same is true for p≥2 in most, but not all, identification …

existing methods do.We provide general results under high-level conditions that can be applied to moment condition, likelihood …, and minimum distance models, among others. We verify these conditions under primitive conditions for moment condition …

and a new identification‐ and singularity‐robust Anderson and Rubin (1949) (SR‐AR) test for linear and nonlinear moment … condition models. Both tests are very fast to compute. The paper shows that the tests have correct asymptotic size and are … Moreira's CLR test when p = 1 in the homoskedastic linear IV model. The same is true for p ≥ 2 in most, but not all …

estimator for stationary long-memory Gaussian models with unknown parameter theta in Theta subset R^{d_theta) . The error of the … the maximum likelihood estimator for stationary long-memory Gaussian models. For a significant class of models, their … an Edgeworth expansion for an asymptotically efficient estimator, as LRZ do, but the error of the expansion is shown to …

and a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment … condition models. The paper shows that the tests have correct asymptotic size and are asymptotically similar (in a uniform sense … condition suffices, but the magnitude of y is related to the magnitude of the strong mixing numbers. For the third test …

-like (CLR) tests for nonlinear moment condition models. These procedures aim to have good size performance even when the … confidence sets are provided. Even for the special case of a linear instrumental variable regression model with two or more right …