Generic results for establishing the asymptotic size of confidence sets and tests
Donald W.K. Andrews, Xu Cheng, Patrik Guggenberger
| Year of publication: |
2020
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|---|---|
| Authors: | Andrews, Donald W. K. ; Cheng, Xu ; Guggenberger, Patrik |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 218.2020, 2, p. 496-531
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| Subject: | Identification | Weak identification | Asymptotic size | Autoregressive model | Confidence set | Grid bootstrap | Inference | Test | Uniform | Weak instruments | Bootstrap-Verfahren | Bootstrap approach | Statistischer Test | Statistical test | Schätztheorie | Estimation theory | Autokorrelation | Autocorrelation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2020.04.027 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483169