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Bonferroni-based size-correction for nonstandard testing problems
McCloskey, Adam - In: Journal of econometrics 200 (2017) 1, pp. 17-35
Persistent link: https://www.econbiz.de/10011897687
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Tests of additional conditional moment restrictions
Parente, Paulo M. D. C.; Smith, Richard J. - In: Journal of econometrics 200 (2017) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10011897684
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Testing over-identifying restrictions without consistent estimation of the asymptotic covariance matrix
Lee, Wei-Ming; Kuan, Chung-ming; Hsu, Yu-Chin - In: Journal of econometrics 181 (2014) 2, pp. 181-193
Persistent link: https://www.econbiz.de/10010473309
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Instrument strength in IV estimation and inference : a guide to theory and practice
Keane, Michael P.; Neal, Timothy - In: Journal of econometrics 235 (2023) 2, pp. 1625-1653
Persistent link: https://www.econbiz.de/10014471419
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Testing identification strength
Antoine, Bertille; Renault, Eric - In: Journal of econometrics 218 (2020) 2, pp. 271-293
Persistent link: https://www.econbiz.de/10012483002
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Testing distributional assumptions using a continuum of moments
Amengual, Dante; Carrasco, Marine; Sentana, Enrique - In: Journal of econometrics 218 (2020) 2, pp. 655-689
Persistent link: https://www.econbiz.de/10012483175