Identification- and Singularity-Robust Inference for Moment Condition
Year of publication: |
2015-01
|
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Authors: | Andrews, Donald W. K. ; Guggenberger, Patrik |
Institutions: | Cowles Foundation for Research in Economics, Yale University |
Subject: | Asymptotics | Conditional likelihood ratio test | Confidence set | Identification | Inference | Moment conditions | Robust | Singular variance | Test | Weak identification | Weak instruments |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Includes supplemental material The price is None Number 1978 154 pages |
Classification: | C10 - Econometric and Statistical Methods: General. General ; C12 - Hypothesis Testing |
Source: |
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Identification- and singularity-robust inference for moment condition models
Andrews, Donald W. K., (2019)
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Identification‐ and singularity‐robust inference for moment condition models
Andrews, Donald W. K., (2019)
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Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models
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Asymptotic Size of Kleibergen's LM and Conditional LR Tests for Moment Condition Models
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Identification- and singularity-robust inference for moment condition models
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Identification‐ and singularity‐robust inference for moment condition models
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