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Testing over : identifying restrictions without consistent estimation of the asymptotic covariance matrix

Lee, Wei-ming; Kuan, Chung-ming; Hsu, Yu-Chin - 2014

Persistent link: https://www.econbiz.de/10010246721

Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix

Lee, Wei-Ming; Kuan, Chung-ming; Hsu, Yu-Chin - In: Journal of econometrics 181 (2014) 2, pp. 181-193

Persistent link: https://www.econbiz.de/10010473309

Model selection tests for conditional moment inequality models

Hsu, Yu-Chin; Shi, Xiaoxia - 2013

Persistent link: https://www.econbiz.de/10009778548

Model-selection tests for conditional moment restriction models

Hsu, Yu-Chin; Shi, Xiaoxia - In: The econometrics journal 20 (2017) 1, pp. 52-85

Persistent link: https://www.econbiz.de/10011719965

Subvector inference for varying coefficient models with partial identification

Hong, Shengjie; Hsu, Yu-Chin; Wan, Yuanyuan - 2023

Persistent link: https://www.econbiz.de/10014337905

Retrieving almost stochastic Dominance momentum in Taiwan stock market

Chiang, Mi-Hsiu; Chiu, Hsin-Yu; Hsu, Yu-Chin - In: Pacific-Basin finance journal 83 (2024), pp. 1-26

Persistent link: https://www.econbiz.de/10014491182

Estimation of conditional moment restrictions without assuming parameter identifiability in the implied unconditional moments

Hsu, Shih-hsun; Kuan, Chung-ming - In: Journal of econometrics 165 (2011) 1, pp. 87-99

Persistent link: https://www.econbiz.de/10009374484

Estimation of Conditional Moment Restrictions Without Assuming Parameter Identifiability in the Implied Unconditional Moments

Hsu, Shih-Hsun - 2010

A well known difficulty in estimating conditional moment restrictions is that the parameters of interest need not be globally identified by the implied unconditional moments. In this paper, we propose an approach to constructing a continuum of unconditional moments that can ensure parameter...

Persistent link: https://www.econbiz.de/10013147626