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Model selection tests for moment inequality models
Shi, Xiaoxia - In: Journal of econometrics 187 (2015) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10011498717
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Model selection tests for conditional moment inequality models
Hsu, Yu-Chin; Shi, Xiaoxia - 2013
Persistent link: https://www.econbiz.de/10009778548
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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
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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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Methods for estimation and inference in modern econometrics
Anatolyev, Stanislav; Gospodinov, Nikolay - 2011
Persistent link: https://www.econbiz.de/10009243504
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Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank - In: Econometrica : journal of the Econometric Society, an … 73 (2005) 4, pp. 1103-1123
Persistent link: https://www.econbiz.de/10003013545
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Testing parameters in GMM without assuming that they are identified
Kleibergen, Frank - 2001
Persistent link: https://www.econbiz.de/10001594646
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A new structural break test for panels with common factors
Zhu, Huanjun; Sarafidis, Vasilis; Silvapulle, Mervyn J. - In: The econometrics journal 23 (2020) 1, pp. 137-155
Persistent link: https://www.econbiz.de/10012167253
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Small sample properties of generalized method of moments based Wald tests
Burnside, Craig; Eichenbaum, Martin S. - 1994
Persistent link: https://www.econbiz.de/10000888841
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Small sample properties of Generalized Method of Moments based Wald tests
Burnside, Craig; Eichenbaum, Martin S. - 1994
Persistent link: https://www.econbiz.de/10000895520