Search Results - subject:"Conditional likelihood"

Left-truncated health insurance claims data: theoretical review and empirical application

Weißbach, Rafael; Dörre, Achim; Wied, Dominik; … - In: AStA Advances in Statistical Analysis 108 (2023) 1, pp. 31-68

persons by using a conditional likelihood. Dementia onset after 2013 is a fixed right-censoring event. For each observed … health history, Jacod's formula yields its conditional likelihood contribution. Asymptotic normality of the estimated …

Persistent link: https://www.econbiz.de/10015272034

Left-truncated health insurance claims data: theoretical review and empirical application

Weißbach, Rafael; Dörre, Achim; Wied, Dominik; … - In: AStA Advances in Statistical Analysis 108 (2023) 1, pp. 31-68

persons by using a conditional likelihood. Dementia onset after 2013 is a fixed right-censoring event. For each observed … health history, Jacod’s formula yields its conditional likelihood contribution. Asymptotic normality of the estimated …

Persistent link: https://www.econbiz.de/10015404258

Conditional likelihood ratio test with many weak instruments

Ayyar, Sreevidya; Matsushita, Yukitoshi; Otsu, Taisuke - 2022

Persistent link: https://www.econbiz.de/10014430070

On the power curves of the conditional likelihoodratio and related tests for instrumental variables regression with weak instruments

Van de Sijpe, Nicolas; Windmeijer, Frank - 2020

Persistent link: https://www.econbiz.de/10012492614

On optimal inference in the linear IV model

Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei - In: Quantitative Economics 10 (2019) 2, pp. 457-485

infinite length and shows numerically that the conditional likelihood ratio (CLR) CS of Moreira (2003) is not always 'very …

Persistent link: https://www.econbiz.de/10012215378

Identification- and singularity-robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative Economics 10 (2019) 4, pp. 1703-1746

sense under strong and semi-strong identification. Asymptotics conditional likelihood ratio test confidence set …

Persistent link: https://www.econbiz.de/10012215408

On optimal inference in the linear IV model

Andrews, Donald W. K.; Marmer, Vadim; Yu, Zhengfei - In: Quantitative economics : QE ; journal of the … 10 (2019) 2, pp. 457-485

infinite length and shows numerically that the conditional likelihood ratio (CLR) CS of Moreira (2003) is not always “very …

Persistent link: https://www.econbiz.de/10012042425

Identification‐ and singularity‐robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - In: Quantitative economics : QE ; journal of the … 10 (2019) 4, pp. 1703-1746

conditional likelihood ratio test confidence set identification inference moment conditions robust singular variance subvector …

Persistent link: https://www.econbiz.de/10012202897

An econometric model of network formation with degree heterogeneity

Graham, Bryan S. - 2017

I introduce a model of undirected dyadic link formation which allows for assortative matching on observed agent characteristics (homophily) as well as unrestricted agent level heterogeneity in link surplus (degree heterogeneity). Like in fixed effects panel data analyses, the joint distribution...

Persistent link: https://www.econbiz.de/10011941431

An econometric model of network formation with degree heterogeneity

Graham, Bryan S. - 2017 - This draft: December 2016

Persistent link: https://www.econbiz.de/10011596621