Hypothesis Testing in Unidentified Models
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Cited by:
- Anatolyev, Stanislav, 2012.
"Inference in regression models with many regressors,"
Journal of Econometrics, Elsevier, vol. 170(2), pages 368-382.
- Stanislav Anatolyev, 2009. "Inference in Regression Models with Many Regressors," Working Papers w0125, Center for Economic and Financial Research (CEFIR).
- Stanislav Anatolyev, 2009. "Inference in Regression Models with Many Regressors," Working Papers w0125, New Economic School (NES).
- Jinhyun Lee, 2013. "A Consistent Nonparametric Bootstrap Test of Exogeneity," Discussion Paper Series, School of Economics and Finance 201316, School of Economics and Finance, University of St Andrews.
- Santiago Acerenza & Otávio Bartalotti & Désiré Kédagni, 2023.
"Testing identifying assumptions in bivariate probit models,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 38(3), pages 407-422, April.
- Acerenza, Santiago & Bartalotti, Otávio & Kedagni, Desire, 2021. "Testing Identifying Assumptions in Bivariate Probit Models," ISU General Staff Papers 202103290700001124, Iowa State University, Department of Economics.
- Peter Jensen, 2010. "Testing the null of a low dimensional growth model," Empirical Economics, Springer, vol. 38(1), pages 193-215, February.
- Gabriele Fiorentini & Enrique Sentana, 2016.
"Neglected serial correlation tests in UCARIMA models,"
SERIEs: Journal of the Spanish Economic Association, Springer;Spanish Economic Association, vol. 7(1), pages 121-178, March.
- Gabriele Fiorentini & Enrique Sentana, 2014. "Neglected Serial Correlation Tests in UCARIMA Models," Working Papers wp2014_1406, CEMFI.
- M. Hashem Pesaran & Yongcheol Shin, 2002.
"Long-Run Structural Modelling,"
Econometric Reviews, Taylor & Francis Journals, vol. 21(1), pages 49-87.
- Pesaran,H.M. & Shin,Y., 1995. "Long-Run Structural Modelling," Cambridge Working Papers in Economics 9419, Faculty of Economics, University of Cambridge.
- Mohammad Hashem Pesaran & Yongcheol Shin, 1999. "Long-Run Structural Modelling," Edinburgh School of Economics Discussion Paper Series 44, Edinburgh School of Economics, University of Edinburgh.
- Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers CWP53/13, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- W K Newey & S Stouli, 2022.
"Heterogeneous coefficients, control variables and identification of multiple treatment effects [Multivalued treatments and decomposition analysis: An application to the WIA program],"
Biometrika, Biometrika Trust, vol. 109(3), pages 865-872.
- Whitney K. Newey & Sami Stouli, 2020. "Heterogeneous Coefficients, Control Variables, and Identification of Multiple Treatment Effects," Papers 2009.02314, arXiv.org, revised Nov 2021.
- Andrew Chesher & Adam Rosen, 2018.
"Generalized instrumental variable models, methods, and applications,"
CeMMAP working papers
CWP43/18, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Andrew Chesher & Adam Rosen, 2019. "Generalized Instrumental Variable Models, Methods, and Applications," CeMMAP working papers CWP41/19, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Peter Sandholt Jensen & Allan H. Würtz, 2006. "On determining the importance of a regressor with small and undersized samples," Economics Working Papers 2006-08, Department of Economics and Business Economics, Aarhus University.
- Toru Kitagawa, 2013. "A bootstrap test for instrument validity in heterogeneous treatment effect models," CeMMAP working papers 53/13, Institute for Fiscal Studies.
- Lee, Jinhyun, 2013. "A Consistent Nonparametric Bootstrap Test of Exogeneity," SIRE Discussion Papers 2013-95, Scottish Institute for Research in Economics (SIRE).
- Matthew A. Masten & Alexandre Poirier, 2022. "The Effect of Omitted Variables on the Sign of Regression Coefficients," Papers 2208.00552, arXiv.org, revised Feb 2023.
- Hillier, Grant, 2009.
"Exact Properties Of The Conditional Likelihood Ratio Test In An Iv Regression Model,"
Econometric Theory, Cambridge University Press, vol. 25(4), pages 915-957, August.
- Grant Hillier, 2006. "Exact properties of the conditional likelihood ratio test in an IV regression model," CeMMAP working papers CWP23/06, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Matthew A. Masten & Alexandre Poirier, 2021.
"Salvaging Falsified Instrumental Variable Models,"
Econometrica, Econometric Society, vol. 89(3), pages 1449-1469, May.
- Matthew A. Masten & Alexandre Poirier, 2018. "Salvaging Falsified Instrumental Variable Models," Papers 1812.11598, arXiv.org, revised Jan 2020.
- S. G. B Henry & A. R. Pagan, 2004. "The Econometrics of the New Keynesian Policy Model: Introduction," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 66(s1), pages 581-607, September.
- William R. Melick & Charles P. Thomas, 1992. "War and peace: recovering the market's probability distribution of crude oil futures prices during the Gulf crisis," International Finance Discussion Papers 437, Board of Governors of the Federal Reserve System (U.S.).
- Giovanni Forchini, "undated". "The Geometry of Similar Tests for Structural Change," Discussion Papers 00/55, Department of Economics, University of York.
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