Search Results - subject:"subvector test"

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 … test test weak identification weak instruments C10 C12 …

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