Search Results - subject:"singular variance"

Identification- and singularity-robust inference for moment condition models

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

identification inference moment conditions robust singular variance subvector test test weak identification weak instruments C10 C12 …

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

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

Identification- and Singularity-Robust Inference for Moment Condition

Andrews, Donald W. K.; Guggenberger, Patrik - Cowles Foundation for Research in Economics, Yale University - 2015

This paper introduces two new identification- and singularity-robust conditional quasi-likelihood ratio (SR-CQLR) tests and a new identification- and singularity-robust Anderson and Rubin (1949) (SR-AR) test for linear and nonlinear moment condition models. The paper shows that the tests have...

Persistent link: https://www.econbiz.de/10011107241

Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - 2014

Persistent link: https://www.econbiz.de/10010470613

Identification- and singularity-robust inference for moment condition models

Andrews, Donald W. K.; Guggenberger, Patrik - 2014 - rev.

Persistent link: https://www.econbiz.de/10010487255