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  1. Identification- and singularity-robust inference for moment condition models
    Author: Andrews, Donald W. K.; Guggenberger, Patrik
    Published: 2014
    Publisher:  Cowles Foundation for Research in Economics, Yale Univ., New Haven, Conn.

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 29 (1978)
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: rev.
    Series: Cowles Foundation discussion paper ; 1978
    Subjects: Asymptotics; Conditional likelihood ratio test; Confidence set; Identification; Inference; Moment conditions; Robust; Singular variance; Test; Weak identification; Weak instruments
    Scope: Online-Ressource (57 S.), graph. Darst.
  2. Asymptotic size of Kleibergen's LM and conditional LR tests for moment condition models
    Author: Andrews, Donald W. K.; Guggenberger, Patrik
    Published: 2014
    Publisher:  Cowles Foundation for Research in Economics, Yale Univ., New Haven, Conn.

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 29 (1977)
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
      BibTeX file
    Content information
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Cowles Foundation discussion paper ; 1977
    Subjects: Asymptotics; Conditional likelihood ratio test; Confidence set; Identification; Inference; Moment conditions; Robust; Singular variance; Test; Weak identification; Weak instruments
    Scope: Online-Ressource (62 S.), graph. Darst.