Search Results - subject:"underidentification"

Bernard, Andrew B.; Zi, Yuan - 2022

characterize the families of statistics and data generating processes that may raise underidentification concerns in more complex …

Persistent link: https://www.econbiz.de/10013427750

Testing underidentification in linear models, with applications to dynamic panel and asset pricing models

Windmeijer, Frank - In: Journal of econometrics 240 (2024) 2, pp. 1-15

Persistent link: https://www.econbiz.de/10015075096

Empirical evaluation of overspecified asset pricing models

Manresa, Elena; Peñaranda, Francisco; Sentana, Enrique - In: Journal of financial economics 147 (2023) 2, pp. 338-351

Persistent link: https://www.econbiz.de/10013546675

Sparse production networks

Bernard, Andrew B.; Zi, Yuan - 2022

characterize the families of statistics and data generating processes that may raise underidentification concerns in more complex …

Persistent link: https://www.econbiz.de/10013380905

Sparse production networks

Bernard, Andrew B.; Zi, Yuan - 2022

Persistent link: https://www.econbiz.de/10013454069

Estimation and inference with a (nearly) singular Jacobian

Han, Sukjin; McCloskey, Adam - In: Quantitative economics : QE ; journal of the … 10 (2019) 3, pp. 1019-1068

This paper develops extremum estimation and inference results for nonlinear models with very general forms of potential identification failure when the source of this identification failure is known. We examine models that may have a general deficient rank Jacobian in certain parts of the...

Persistent link: https://www.econbiz.de/10012049358