Narrow search
Showing 1 - 10 of 2,508
Cover Image
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
Cover Image
Identification, Weak Instruments and Statistical Inference in Econometrics
DUFOUR, Jean-Marie - Centre Interuniversitaire de Recherche en Économie … - 2003
We discuss statistical inference problems associated with identification and testability in econometrics, and we …
Persistent link: https://www.econbiz.de/10005133053
Cover Image
Identification, Weak Instruments and Statistical Inference in Econometrics
DUFOUR, Jean-Marie - Département de Sciences Économiques, Université de … - 2003
We discuss statistical inference problems associated with identification and testability in econometrics, and we …
Persistent link: https://www.econbiz.de/10005133161
Cover Image
Identification, Weak Instruments and Statistical Inference in Econometrics
Dufour, Jean-Marie - Centre Interuniversitaire de Recherche en Analyse des … - 2003
We discuss statistical inference problems associated with identification and testability in econometrics, and we …. Nous analysons les problèmes d'inférence associés à l'identification et à la testabilité en économétrie, en soulignant la …
Persistent link: https://www.econbiz.de/10005100952
Cover Image
Invalid proxies and volatility changes
Angelini, Giovanni; Fanelli, Luca; Neri, Luca - 2024
(ii) the potential failure of instrument exogeneity. We introduce a novel identification strategy that appropriately …
Persistent link: https://www.econbiz.de/10014577214
Cover Image
Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative Economics 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 … functions. The SR-CQLR test is shown to be asymptotically efficient in a GMM sense under strong and semi-strong identification …
Persistent link: https://www.econbiz.de/10012215408
Cover Image
Uniformly consistent estimation of linear regression models with strictly exogenous instruments
Escanciano, Juan Carlos - 2016
Persistent link: https://www.econbiz.de/10011449926
Cover Image
Efficient size correct subset inference in homoskedastic linear instrumental variables regression
Kleibergen, Frank - In: Journal of econometrics 221 (2021) 1, pp. 78-96
Persistent link: https://www.econbiz.de/10012618800
Cover Image
Generic results for establishing the asymptotic size of confidence sets and tests
Andrews, Donald W. K.; Cheng, Xu; Guggenberger, Patrik - In: Journal of econometrics 218 (2020) 2, pp. 496-531
Persistent link: https://www.econbiz.de/10012483169
Cover Image
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