-
1
-
-
33644993504
-
Optimal Invariant Similar Tests for Instrumental Variables Regression
-
Yale University
-
Andrews, D.W.K., M. Moreira, & J.H. Stock (2004) Optimal Invariant Similar Tests for Instrumental Variables Regression. Working paper, Yale University.
-
(2004)
Working Paper
-
-
Andrews, D.W.K.1
Moreira, M.2
Stock, J.H.3
-
2
-
-
22944479036
-
Exponential Tilting with Weak Instruments: Estimation and Testing
-
University of Pittsburgh
-
Caner, M. (2003) Exponential Tilting with Weak Instruments: Estimation and Testing. Working paper, University of Pittsburgh.
-
(2003)
Working Paper
-
-
Caner, M.1
-
3
-
-
0002203478
-
Graphical methods for investigating the size and power of hypothesis tests
-
Davidson, R. & J.G. MacKinnon (1998) Graphical methods for investigating the size and power of hypothesis tests. Manchester School 66, 1-26.
-
(1998)
Manchester School
, vol.66
, pp. 1-26
-
-
Davidson, R.1
MacKinnon, J.G.2
-
4
-
-
22944445463
-
Generalized empirical likelihood estimators and tests under partial, weak and strong identification
-
Guggenberger, P. & R.J. Smith (2005a) Generalized empirical likelihood estimators and tests under partial, weak and strong identification. Econometric Theory 21, 667-709.
-
(2005)
Econometric Theory
, vol.21
, pp. 667-709
-
-
Guggenberger, P.1
Smith, R.J.2
-
5
-
-
33645010491
-
Generalized Empirical Likelihood Tests in Time Series Models with Potential Identification Failure
-
University College London
-
Guggenberger, P. & R.J. Smith (2005b) Generalized Empirical Likelihood Tests in Time Series Models with Potential Identification Failure. Working paper, University College London.
-
(2005)
Working Paper
-
-
Guggenberger, P.1
Smith, R.J.2
-
6
-
-
22944438771
-
Subsampling Tests of Parameter Hypotheses and Overidentifying Restrictions with Possible Failure of Identification
-
UCLA
-
Guggenberger, P. & M. Wolf (2004) Subsampling Tests of Parameter Hypotheses and Overidentifying Restrictions with Possible Failure of Identification. Working paper, UCLA.
-
(2004)
Working Paper
-
-
Guggenberger, P.1
Wolf, M.2
-
7
-
-
0036971953
-
Consistent covariance matrix estimation for linear processes
-
Jansson, M. (2002) Consistent covariance matrix estimation for linear processes. Econometric Theory 18, 1449-1459.
-
(2002)
Econometric Theory
, vol.18
, pp. 1449-1459
-
-
Jansson, M.1
-
8
-
-
0031529223
-
Empirical likelihood methods with weakly dependent processes
-
Kitamura, Y. (1997) Empirical likelihood methods with weakly dependent processes. Annals of Statistics 25, 2084-2102.
-
(1997)
Annals of Statistics
, vol.25
, pp. 2084-2102
-
-
Kitamura, Y.1
-
9
-
-
0001477763
-
An information-theoretic alternative to generalized method of moments estimation
-
Kitamura, Y. & M. Stutzer (1997) An information-theoretic alternative to generalized method of moments estimation. Econometrica 65, 861-874.
-
(1997)
Econometrica
, vol.65
, pp. 861-874
-
-
Kitamura, Y.1
Stutzer, M.2
-
10
-
-
0036377649
-
Pivotal statistics for testing structural parameters in instrumental variables regression
-
Kleibergen, F. (2002) Pivotal statistics for testing structural parameters in instrumental variables regression. Econometrica 70, 1781-1805.
-
(2002)
Econometrica
, vol.70
, pp. 1781-1805
-
-
Kleibergen, F.1
-
11
-
-
22544477160
-
Testing parameters in GMM without assuming that they are identified
-
Kleibergen, F. (2005) Testing parameters in GMM without assuming that they are identified. Econometrica 73, 1103-1123.
-
(2005)
Econometrica
, vol.73
, pp. 1103-1123
-
-
Kleibergen, F.1
-
12
-
-
0141718527
-
A conditional likelihood ratio test for structural models
-
Moreira, M.J. (2003) A conditional likelihood ratio test for structural models. Econometrica 71, 1027-1048.
-
(2003)
Econometrica
, vol.71
, pp. 1027-1048
-
-
Moreira, M.J.1
-
13
-
-
1642369685
-
Higher order properties of GMM and generalized empirical likelihood estimators
-
Newey, W.K. & R.J. Smith (2004) Higher order properties of GMM and generalized empirical likelihood estimators. Econometrica 72, 219-256.
-
(2004)
Econometrica
, vol.72
, pp. 219-256
-
-
Newey, W.K.1
Smith, R.J.2
-
14
-
-
84963002108
-
Automatic lag selection in covariance matrix estimation
-
Newey, W.K. & K.D. West (1994) Automatic lag selection in covariance matrix estimation. Review of Economic Studies 61, 631-654.
-
(1994)
Review of Economic Studies
, vol.61
, pp. 631-654
-
-
Newey, W.K.1
West, K.D.2
-
15
-
-
33947595353
-
GEL Criteria for Moment Condition Models
-
University College London
-
Smith, R.J. (2004) GEL Criteria for Moment Condition Models. Working paper, University College London.
-
(2004)
Working Paper
-
-
Smith, R.J.1
-
16
-
-
15744386313
-
Automatic positive semi-definite HAC covariance matrix and GMM estimation
-
Smith, R.J. (2005) Automatic positive semi-definite HAC covariance matrix and GMM estimation. Econometric Theory 21, 158-170.
-
(2005)
Econometric Theory
, vol.21
, pp. 158-170
-
-
Smith, R.J.1
-
17
-
-
0000328019
-
GMM with weak identification
-
Stock, J.H. & J.H. Wright (2000) GMM with weak identification. Econometrica 68, 1055-1096.
-
(2000)
Econometrica
, vol.68
, pp. 1055-1096
-
-
Stock, J.H.1
Wright, J.H.2
|