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Estimation and inference with a (nearly) singular Jacobian

Han, Sukjin; McCloskey, Adam - In: Quantitative economics : QE ; journal of the … 10 (2019) 3, pp. 1019-1068

This paper develops extremum estimation and inference results for nonlinear models with very general forms of potential identification failure when the source of this identification failure is known. We examine models that may have a general deficient rank Jacobian in certain parts of the...

Persistent link: https://www.econbiz.de/10012049358

Nonparametric specification testing via the trinity of tests

Gupta, Abhimanyu - In: Journal of econometrics 203 (2018) 1, pp. 169-185

Persistent link: https://www.econbiz.de/10011974652

Two-part models for fractional responses defined as ratios of integers

Oberhofer, Harald; Pfaffermayr, Michael - 2014

Persistent link: https://www.econbiz.de/10010401339

On the consistency of joint and paired tests for non-nested regression models

Dastoor, Naorayex K. - In: Journal of quantitative economics : official journal of … 3 (1987) 1, pp. 65-84

Persistent link: https://www.econbiz.de/10001056561

Hájek inequalities, measures of leverage and the size of heteroskedasticity robust Wald tests

Chesher, Andrew - In: Econometrica : journal of the Econometric Society, an … 57 (1989) 4, pp. 971-977

Persistent link: https://www.econbiz.de/10001070936

The danger of extrapolating asymptotic local power

Nelson, Forrest D. - In: Econometrica : journal of the Econometric Society, an … 58 (1990) 4, pp. 977-981

Persistent link: https://www.econbiz.de/10001091329

Testing for Granger non-causality in heterogeneous panels

Dumitrescu, Elena-Ivona; Hurlin, Christophe - In: Economic modelling 29 (2012) 4, pp. 1450-1460

Persistent link: https://www.econbiz.de/10009667324

Heteroskedasticity testing through a comparison of Wald statistics

Murteira, José M. R.; Ramalho, Esmeralda A.; Ramalho, … - In: Portuguese economic journal 12 (2013) 2, pp. 131-160

Persistent link: https://www.econbiz.de/10009780254

Evaluation of the effect of exchange rate variability on the export of Ethiopia’s agricultural product : a case of coffee

Mehare, Abule; Edriss, Abdi K. - In: Margin: the journal of applied economic research 7 (2013) 2, pp. 171-183

Persistent link: https://www.econbiz.de/10010260268

Testing time series data compatibility for benchmarking

Quennevillle, Benoît; Gagné, Christian - In: International journal of forecasting 29 (2013) 4, pp. 754-766

Persistent link: https://www.econbiz.de/10010221283