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Inference Based on Conditional Moment Inequalities
Andrews, Donald W. K.; Shi, Xiaoxia - In: Econometrica : journal of the Econometric Society, an … 81 (2013) 2, pp. 609-666
Persistent link: https://www.econbiz.de/10010094337
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NONLINEAR COINTEGRATING REGRESSION UNDER WEAK IDENTIFICATION
Shi, Xiaoxia; Phillips, Peter C.B. - In: Econometric theory 28 (2011) 3, pp. 509-548
Persistent link: https://www.econbiz.de/10009968676
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Inference for Parameters Defined by Moment Inequalities: A Recommended Moment Selection Procedure
Andrews, Donald W. K.; Barwick, Panle Jia - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 6, pp. 2805-2826
Persistent link: https://www.econbiz.de/10010046692
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Estimation and Inference With Weak, Semi‐Strong, and Strong Identification
Andrews, Donald W. K.; Cheng, Xu - In: Econometrica : journal of the Econometric Society, an … 80 (2012) 5, pp. 2153-2212
Persistent link: https://www.econbiz.de/10010023935