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  • Search: subject:"Finite sample theory"
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Year of publication
Subject
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finite sample theory 6 Durbin-Wu-Hausman test 4 Monte Carlo simulation 4 Monte-Carlo-Simulation 4 Robust statistics 4 Robustes Verfahren 4 Statistical test 4 Statistischer Test 4 Stochastic process 4 Stochastischer Prozess 4 Estimation theory 3 Schätztheorie 3 finite-sample theory 3 Exogeneity 2 Finite sample theory 2 Monte Carlo test 2 distribution-free 2 exact 2 nonparametric inference 2 weak instrument 2 Academic bodhisattva 1 Diffusion process 1 Edgeworth 1 Endogeneity 1 Finite-sample theory 1 Gaussian process 1 Gauß-Prozess 1 Hannan consistency 1 IV-Schätzung 1 Identification robust 1 Incomplete model 1 Instrumental variable estimator 1 Instrumental variables 1 Invariance 1 James-Stein estimation 1 Jumps 1 Markov chain 1 Markov-Kette 1 Measure of dispersion 1 Method of moments 1
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Online availability
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Free 7 Undetermined 4
Type of publication
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Book / Working Paper 8 Article 4
Type of publication (narrower categories)
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Arbeitspapier 3 Article in journal 3 Aufsatz in Zeitschrift 3 Graue Literatur 3 Non-commercial literature 3 Working Paper 3
Language
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English 10 Undetermined 2
Author
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Dufour, Jean-Marie 4 Doko Tchatoka, Firmin 3 Phillips, Peter C.B. 2 Schlag, Karl H. 2 Choi, In 1 Kneip, Alois 1 Laurent, Sébastien 1 Phillips, Peter C. B. 1 Shi, Shuping 1 Stoye, Jörg 1 Tchakota, Firmin Doko 1
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Institution
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Cowles Foundation for Research in Economics, Yale University 2 Department of Economics, European University Institute 2 University of Bonn, Germany 1
Published in...
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Cowles Foundation Discussion Papers 2 Economics Working Papers / Department of Economics, European University Institute 2 Journal of econometrics 2 School of Economics working papers / The University of Adelaide, School of Economics 2 Discussion Paper Serie A 1 Econometric reviews 1 Journal of Econometrics 1 Série scientifique / CIRANO, Centre Interuniversitaire de Recherche en Analyse des Organisations 1
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Source
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ECONIS (ZBW) 6 RePEc 6
Showing 11 - 12 of 12
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Asymptotic and Finite Sample Distribution Theory for IV Estimators and Tests in Partially Identified Structural Equations
Choi, In; Phillips, Peter C.B. - Cowles Foundation for Research in Economics, Yale University - 1989
General formula for the finite sample and asymptotic distributions of the instrumental variable estimators and the Wald statistics in a simultaneous equation model are derived. It is assumed that the coefficient vectors of both endogenous and exogenous variables are only partially identified,...
Persistent link: https://www.econbiz.de/10005464055
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Cover Image
Ordered linear smoothers
Kneip, Alois - University of Bonn, Germany - 1990
Persistent link: https://www.econbiz.de/10005085657
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