Similar Search Results

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

Testing for structural instability in moment restriction models : an info-metric approach

Hall, Alastair R.; Li, Yuyi; Orme, Chris D. - 2012

Persistent link: https://www.econbiz.de/10009490092

A new method of projection-based inference in GMM with weakly identified nuisance parameters

Chaudhuri, Saraswata; Zivot, Eric - In: Journal of econometrics 164 (2011) 2, pp. 239-251

Persistent link: https://www.econbiz.de/10009301935

Nonnested testing in models estimated via generalized method of moments

Hall, Alastair R.; Pelletier, Denis - In: Econometric theory 27 (2011) 2, pp. 443-456

Persistent link: https://www.econbiz.de/10009310703

Methods for estimation and inference in modern econometrics

Anatolyev, Stanislav; Gospodinov, Nikolaj - 2011

Persistent link: https://www.econbiz.de/10009243504

Inference for functions of partially identified parameters in moment inequality models

Bugni, Federico A.; Canay, Ivan A.; Shi, Xiaoxia - 2014

This paper introduces a new hypothesis test for the null hypothesis H0 : f(Ø) = Y0, where f(.) is a known function, Y0 is a known constant, and Ø is a parameter that is partially identified by a moment (in)equality model. The main application of our test is sub-vector inference in moment...

Persistent link: https://www.econbiz.de/10010234017