-
1
-
-
0001779878
-
Estimation of the parameters of a single equation in a complete set of stochastic equations
-
Anderson, T.W. & H. Rubin (1949) Estimation of the parameters of a single equation in a complete set of stochastic equations. Annals of Mathematical Statistics 20, 46-63.
-
(1949)
Annals of Mathematical Statistics
, vol.20
, pp. 46-63
-
-
Anderson, T.W.1
Rubin, H.2
-
2
-
-
65949101037
-
Hybrid and size-corrected subsampling methods
-
Andrews, D.W.K. & P. Guggenberger (2009a) Hybrid and size-corrected subsampling methods. Econometrica 77, 721-762.
-
(2009)
Econometrica
, vol.77
, pp. 721-762
-
-
Andrews, D.W.K.1
Guggenberger, P.2
-
3
-
-
65949110625
-
Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators
-
Andrews, D.W.K. & P. Guggenberger (2009b) Incorrect asymptotic size of subsampling procedures based on post-consistent model selection estimators. Journal of Econometrics, forthcoming.
-
(2009)
Journal of Econometrics, Forthcoming
-
-
Andrews, D.W.K.1
Guggenberger, P.2
-
4
-
-
65949111791
-
Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities
-
Andrews, D.W.K. & P. Guggenberger (2009c) Validity of subsampling and "plug-in asymptotic" inference for parameters defined by moment inequalities. Econometric Theory 25, 669-709.
-
(2009)
Econometric Theory
, vol.25
, pp. 669-709
-
-
Andrews, D.W.K.1
Guggenberger, P.2
-
5
-
-
65949121440
-
Asymptotic size and a problem with subsampling and with the m out of n bootstrap
-
forthcoming
-
Andrews, D.W.K. & P. Guggenberger (2010a) Asymptotic size and a problem with subsampling and with the m out of n bootstrap. Econometric Theory 26, forthcoming.
-
(2010)
Econometric Theory
, vol.26
-
-
Andrews, D.W.K.1
Guggenberger, P.2
-
6
-
-
65949111362
-
Applications of subsampling, hybrid and sizecorrection methods
-
forthcoming
-
Andrews, D.W.K. & P. Guggenberger (2010b) Applications of subsampling, hybrid and sizecorrection methods. Journal of Econometrics, forthcoming.
-
(2010)
Journal of Econometrics
-
-
Andrews, D.W.K.1
Guggenberger, P.2
-
7
-
-
33646375486
-
Optimal invariant similar tests for instrumental variables regression
-
Andrews, D.W.K., M.J. Moreira, & J.H. Stock (2006) Optimal invariant similar tests for instrumental variables regression. Econometrica 74, 715-752.
-
(2006)
Econometrica
, vol.74
, pp. 715-752
-
-
Andrews, D.W.K.1
Moreira, M.J.2
Stock, J.H.3
-
8
-
-
0001055752
-
Does compulsory school attendance affect schoolings and earnings?
-
Angrist, J. & A. Krueger (1991) Does compulsory school attendance affect schoolings and earnings? Quarterly Journal of Economics 106, 979-1014.
-
(1991)
Quarterly Journal of Economics
, vol.106
, pp. 979-1014
-
-
Angrist, J.1
Krueger, A.2
-
12
-
-
22944445463
-
Generalized empirical likelihood estimators and tests under partial, weak and strong identification
-
Guggenberger, P. & R.J. Smith (2005) 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
-
14
-
-
0036220263
-
A new specification test for the validity of instrumental variables
-
Hahn, J. & J.A. Hausman (2002) A new specification test for the validity of instrumental variables. Econometrica 70, 163-189.
-
(2002)
Econometrica
, vol.70
, pp. 163-189
-
-
Hahn, J.1
Hausman, J.A.2
-
17
-
-
0000250716
-
Specification tests in econometrics
-
Hausman J.A. (1978) Specification tests in econometrics. Econometrica 46, 1251-1271.
-
(1978)
Econometrica
, vol.46
, pp. 1251-1271
-
-
Hausman, J.A.1
-
18
-
-
27744521034
-
Asymptotic properties of the Hahn-Hausman test for weak instruments
-
Hausman J.A., J.H. Stock, & M. Yogo (2005) Asymptotic properties of the Hahn-Hausman test for weak instruments. Economics Letters 89, 332-342.
-
(2005)
Economics Letters
, vol.89
, pp. 332-342
-
-
Hausman, J.A.1
Stock, J.H.2
Yogo, M.3
-
20
-
-
84974108208
-
The effect of model selection on confidence regions and prediction regions
-
Kabaila, P. (1995) The effect of model selection on confidence regions and prediction regions. Econometric Theory 11, 537-549.
-
(1995)
Econometric Theory
, vol.11
, pp. 537-549
-
-
Kabaila, P.1
-
21
-
-
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
-
22
-
-
15744376883
-
Model selection and inference: Facts and fiction
-
Leeb, H. & B.M. Pötscher (2005) Model selection and inference: Facts and fiction. Econometric Theory 21, 21-59.
-
(2005)
Econometric Theory
, vol.21
, pp. 21-59
-
-
Leeb, H.1
Pötscher, B.M.2
-
23
-
-
54949097596
-
Model selection
-
T.G. Andersen, R.A. Davis, J.-P. Kreib, & T. Mikosch (eds.), Springer-Verlag
-
Leeb, H. & B.M. Pötscher (2009) Model selection. In T.G. Andersen, R.A. Davis, J.-P. Kreib, & T. Mikosch (eds.), Handbook of Financial Time Series, pp. 889-925. Springer-Verlag.
-
(2009)
Handbook of Financial Time Series
, pp. 889-925
-
-
Leeb, H.1
Pötscher, B.M.2
-
24
-
-
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
-
25
-
-
65949084314
-
Tests with correct size when instruments can be arbitrarily weak
-
forthcoming
-
Moreira, M.J. (2009) Tests with correct size when instruments can be arbitrarily weak. Journal of Econometrics, forthcoming.
-
(2009)
Journal of Econometrics
-
-
Moreira, M.J.1
-
26
-
-
84971851120
-
Effects of model selection on inference
-
Pötscher, B.M. (1991) Effects of model selection on inference. Econometric Theory 7, 163-185.
-
(1991)
Econometric Theory
, vol.7
, pp. 163-185
-
-
Pötscher, B.M.1
-
27
-
-
0346307687
-
Instrumental variables regression with weak instruments
-
Staiger, D. & J.H. Stock (1997) Instrumental variables regression with weak instruments. Econometrica 65, 557-586.
-
(1997)
Econometrica
, vol.65
, pp. 557-586
-
-
Staiger, D.1
Stock, J.H.2
-
28
-
-
0031287040
-
Effects on inference of pretesting the exogeneity of a regressor
-
PII S0165176597001729
-
Wong, K. (1997) Effects on inference of pretesting the exogeneity of a regressor Economic Letters 56, 267-271. (Pubitemid 127161645)
-
(1997)
Economics Letters
, vol.56
, Issue.3
, pp. 267-271
-
-
Wong, K.-F.1
|