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Confidence sets for partially identified parameters that satisfy a finite number of moment inequalities
Rosen, Adam M. (contributor) - 2006
Persistent link: https://www.econbiz.de/10003396544
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Testing Lorenz curves with non-simple random samples
Zheng, Buhong - In: Econometrica : journal of the Econometric Society, an … 70 (2002) 3, pp. 1235-1243
Persistent link: https://www.econbiz.de/10001688056
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Tests of inference for dummy variables in regressions with logarithmic transformed dependent variables
Lye, Jenny N.; Hirschberg, Joseph G. - 2002
Persistent link: https://www.econbiz.de/10001695678
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A conditional likelihood ratio test for structural models
Moreira, Marcelo J. - In: Econometrica : journal of the Econometric Society, an … 71 (2003) 4, pp. 1027-1048
Persistent link: https://www.econbiz.de/10001792647
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Projection-based statistical inference in linear structural models with possibly weak instruments
Dufour, Jean-Marie (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001947827
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A parametric approach to flexible nonlinear inference
Hamilton, James D. - In: Econometrica : journal of the Econometric Society, an … 69 (2001) 3, pp. 537-573
Persistent link: https://www.econbiz.de/10001580786
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A parametric approach to flexible nonlinear inference
Hamilton, James D. - 1999
Persistent link: https://www.econbiz.de/10001368232
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An exact invariant variance ratio test
Shively, Philip A. - In: Economics letters 75 (2002) 3, pp. 347-353
Persistent link: https://www.econbiz.de/10001667189
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Simple two-stage inference for a class of partially identified models
Shi, Xiaoxia; Shum, Matthew - In: Econometric theory 31 (2015) 3, pp. 493-520
Persistent link: https://www.econbiz.de/10011290909
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Curve registration by nonparametric goodness-of-fit testing
Collier, Olivier; Dalalyan, Arnak S. - 2013
Persistent link: https://www.econbiz.de/10010342676