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Inference when a nuisance parameter is weakly identified under the null hypothesis

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  • Anatolyev, Stanislav

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  • Anatolyev, Stanislav, 2004. "Inference when a nuisance parameter is weakly identified under the null hypothesis," Economics Letters, Elsevier, vol. 84(2), pages 245-254, August.
    • Handle: RePEc:eee:ecolet:v:84:y:2004:i:2:p:245-254
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    1. Tripathi, Gautam, 1999. "A matrix extension of the Cauchy-Schwarz inequality," Economics Letters, Elsevier, vol. 63(1), pages 1-3, April.
    2. Douglas Staiger & James H. Stock, 1997. "Instrumental Variables Regression with Weak Instruments," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.
    3. James H. Stock & Jonathan Wright, 2000. "GMM with Weak Identification," Econometrica, Econometric Society, vol. 68(5), pages 1055-1096, September.
    4. Hansen, Bruce E, 1996. "Inference When a Nuisance Parameter Is Not Identified under the Null Hypothesis," Econometrica, Econometric Society, vol. 64(2), pages 413-430, March.
    5. Hansen, Bruce E, 1997. "Approximate Asymptotic P Values for Structural-Change Tests," Journal of Business & Economic Statistics, American Statistical Association, vol. 15(1), pages 60-67, January.
    6. Andrews, Donald W K & Ploberger, Werner, 1994. "Optimal Tests When a Nuisance Parameter Is Present Only under the Alternative," Econometrica, Econometric Society, vol. 62(6), pages 1383-1414, November.
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    2. Efthymios G. Tsionas & Kien C. Tran & Panayotis G. Michaelides, 2019. "Bayesian inference in threshold stochastic frontier models," Empirical Economics, Springer, vol. 56(2), pages 399-422, February.

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