Similar Search Results

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

Identification‐ and singularity‐robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1703-1746

This paper introduces a new identification‐ and singularity‐robust conditional quasi‐likelihood ratio (SR‐CQLR) test … and a new identification‐ and singularity‐robust Anderson and Rubin (1949) (SR‐AR) test for linear and nonlinear moment …‐CQLR test is shown to be asymptotically efficient in a GMM sense under strong and semi‐strong identification (for all k ≥ p …

Persistent link: https://www.econbiz.de/10012202897

Generalized band spectrum estimation with an application to the New Keynesian Phillips curve

Choi, Jinho; Escanciano, Juan Carlos; Guo, Junjie - In: Journal of applied econometrics 37 (2022) 5, pp. 1055-1078

Persistent link: https://www.econbiz.de/10013464648

Factors affecting the export of condoms from Thailand to the USA using simultaneous equations with the GMM method

Sakkarin Nonthapot - In: International journal of business and globalisation : IJBG 29 (2021) 2, pp. 211-221

Persistent link: https://www.econbiz.de/10012668933

A simple efficient moment-based estimator for the stochastic volatility model

Ahsan, Nazmul; Dufour, Jean-Marie - 2019

Persistent link: https://www.econbiz.de/10012244154

A weak instrument F-test in linear IV models with multiple endogenous variables

Sanderson, Eleanor; Windmeijer, Frank - 2013

We consider testing for weak instruments in a model with multiple endogenous variables. Unlike Stock and Yogo (2005), who considered a weak instruments problem where the rank of the matrix of reduced form parameters is near zero, here we consider a weak instruments problem of a near rank...

Persistent link: https://www.econbiz.de/10010200387