Subvector inference when the true parameter vector may be near or at the boundary
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DOI: 10.1016/j.jeconom.2018.08.003
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- Ketz, Philipp, 2018. "Subvector inference when the true parameter vector may be near or at the boundary," Journal of Econometrics, Elsevier, vol. 207(2), pages 285-306.
- Philipp Ketz, 2018. "Subvector inference when the true parameter vector may be near or at the boundary," Post-Print halshs-01884381, HAL.
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"Generic results for establishing the asymptotic size of confidence sets and tests,"
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"Short and Simple Confidence Intervals when the Directions of Some Effects are Known,"
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- Philipp Ketz & Adam Mccloskey, 2024. "Short and Simple Confidence Intervals When the Directions of Some Effects Are Known," Working Papers hal-03388199, HAL.
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- Gregory Fletcher Cox, 2024. "A Simple and Adaptive Confidence Interval when Nuisance Parameters Satisfy an Inequality," Papers 2409.09962, arXiv.org.
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- Centorrino, Samuele & Perez Urdiales, Maria, 2021. "Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity," 95th Annual Conference, March 29-30, 2021, Warwick, UK (Hybrid) 312072, Agricultural Economics Society - AES.
- Timo Schenk, 2023. "Time-Weighted Difference-in-Differences: Accounting for Common Factors in Short T Panels," Tinbergen Institute Discussion Papers 23-004/III, Tinbergen Institute.
- Cavaliere, Giuseppe & Nielsen, Heino Bohn & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2022.
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- Giuseppe Cavaliere & Heino Bohn Nielsen & Rasmus Søndergaard Pedersen & Anders Rahbek, 2018. "Bootstrap Inference On The Boundary Of The Parameter Space With Application To Conditional Volatility Models," Discussion Papers 18-10, University of Copenhagen. Department of Economics.
- Ketz, Philipp, 2019.
"On asymptotic size distortions in the random coefficients logit model,"
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- Philipp Ketz, 2019. "On asymptotic size distortions in the random coefficients logit model," PSE-Ecole d'économie de Paris (Postprint) halshs-02302067, HAL.
- Philipp Ketz, 2019. "On asymptotic size distortions in the random coefficients logit model," Post-Print halshs-02302067, HAL.
- David T. Frazier & Eric Renault, 2016. "Indirect Inference With(Out) Constraints," Papers 1607.06163, arXiv.org, revised Aug 2019.
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- Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org, revised Dec 2022.
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JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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