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Volumn 84, Issue 2, 2004, Pages 245-254

Inference when a nuisance parameter is weakly identified under the null hypothesis

Author keywords

Drifting parameter DGP; Size distortion; Threshold model; Weak identification

Indexed keywords


EID: 3042598070     PISSN: 01651765     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.econlet.2003.12.023     Document Type: Article
Times cited : (6)

References (7)
  • 1
    • 0000209591 scopus 로고
    • Optimal tests when a nuisance parameter is present only under the alternative
    • Andrews D.W.K. Ploberger W. Optimal tests when a nuisance parameter is present only under the alternative Econometrica 62 1994 1383-1414
    • (1994) Econometrica , vol.62 , pp. 1383-1414
    • Andrews, D.W.K.1    Ploberger, W.2
  • 2
    • 24944532669 scopus 로고
    • Hypothesis testing when a nuisance parameter is present only under the alternative
    • Davies R.B. Hypothesis testing when a nuisance parameter is present only under the alternative Biometrika 74 1987 33-43
    • (1987) Biometrika , vol.74 , pp. 33-43
    • Davies, R.B.1
  • 3
    • 0030373966 scopus 로고    scopus 로고
    • Inference when a nuisance parameter is not identified under the null hypothesis
    • Hansen B. Inference when a nuisance parameter is not identified under the null hypothesis Econometrica 64 1996 413-430
    • (1996) Econometrica , vol.64 , pp. 413-430
    • Hansen, B.1
  • 4
    • 0031542613 scopus 로고    scopus 로고
    • Approximate asymptotic p-values for structural change tests
    • Hansen B. Approximate asymptotic p-values for structural change tests Journal of Business and Economic Statistics 15 1997 60-67
    • (1997) Journal of Business and Economic Statistics , vol.15 , pp. 60-67
    • Hansen, B.1
  • 5
    • 0346307687 scopus 로고    scopus 로고
    • Instrumental variables regression with weak instruments
    • Staiger D. Stock J.H. Instrumental variables regression with weak instruments Econometrica 65 1997 557-586
    • (1997) Econometrica , vol.65 , pp. 557-586
    • Staiger, D.1    Stock, J.H.2
  • 6
    • 0000328019 scopus 로고    scopus 로고
    • GMM with weak identification
    • Stock J.H. Wright J.H. GMM with weak identification Econometrica 68 2000 1055-1096
    • (2000) Econometrica , vol.68 , pp. 1055-1096
    • Stock, J.H.1    Wright, J.H.2
  • 7
    • 0033416829 scopus 로고    scopus 로고
    • A matrix extension of the Cauchy-Schwarz inequality
    • Tripathi G. A matrix extension of the Cauchy-Schwarz inequality Economics Letters 63 1999 1-3
    • (1999) Economics Letters , vol.63 , pp. 1-3
    • Tripathi, G.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.