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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- Philipp Ketz, 2018. "Subvector inference when the true parameter vector may be near or at the boundary," PSE-Ecole d'économie de Paris (Postprint) halshs-01884381, HAL.
- 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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Citations
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Cited by:
- Ketz, Philipp, 2019.
"Testing overidentifying restrictions with a restricted parameter space,"
Economics Letters, Elsevier, vol. 185(C).
- Philipp Ketz, 2019. "Testing overidentifying restrictions with a restricted parameter space," PSE-Ecole d'économie de Paris (Postprint) halshs-02492665, HAL.
- Philipp Ketz, 2019. "Testing overidentifying restrictions with a restricted parameter space," Post-Print halshs-02492665, HAL.
- Ketz, Philipp, 2019.
"On asymptotic size distortions in the random coefficients logit model,"
Journal of Econometrics, Elsevier, vol. 212(2), pages 413-432.
- 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.
- 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.
- Gregory Cox, 2020. "Weak Identification with Bounds in a Class of Minimum Distance Models," Papers 2012.11222, arXiv.org.
- Philippe Jehiel & Juni Singh, 2019.
"Multi-state choices with aggregate feedback on unfamiliar alternatives,"
Working Papers
halshs-02183444, HAL.
- Philippe Jehiel & Juni Singh, 2019. "Multi-state choices with aggregate feedback on unfamiliar alternatives," PSE Working Papers halshs-02183444, HAL.
- Samuele Centorrino & Mar'ia P'erez-Urdiales, 2020. "Maximum Likelihood Estimation of Stochastic Frontier Models with Endogeneity," Papers 2004.12369, arXiv.org, revised Apr 2020.
- David T. Frazier & Eric Renault, 2016. "Indirect Inference With(Out) Constraints," Papers 1607.06163, arXiv.org, revised Aug 2019.
More about this item
Keywords
Boundary; Asymptotic normality; Admissibility; Random coefficients;JEL classification:
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
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