# Contributions to the Theory of Optimal Tests

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## Abstract

## Suggested Citation

**Contributions to the Theory of Optimal Tests**," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 747, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).

*RePEc:fgv:epgewp:747*

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## References listed on IDEAS

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"
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**Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power**," Cowles Foundation Discussion Papers 1815, Cowles Foundation for Research in Economics, Yale University.- Donald W.K. Andrews, 2011.
"
**Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power**," Cowles Foundation Discussion Papers 1815R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2012.

- Donald W.K. Andrews, 2011.
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**Admissible Invariant Similar Tests For Instrumental Variables Regression**," Econometric Theory, Cambridge University Press, vol. 25(3), pages 806-818, June. - Marcelo J. Moreira, 2003.
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**A Conditional Likelihood Ratio Test for Structural Models**," Econometrica, Econometric Society, vol. 71(4), pages 1027-1048, July. - Douglas Staiger & James H. Stock, 1997.
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**Instrumental Variables Regression with Weak Instruments**," Econometrica, Econometric Society, vol. 65(3), pages 557-586, May.- Douglas Staiger & James H. Stock, 1994.
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**Instrumental Variables Regression with Weak Instruments**," NBER Technical Working Papers 0151, National Bureau of Economic Research, Inc.

- Douglas Staiger & James H. Stock, 1994.
"

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## Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
**Cited by:**

- Isaiah Andrews & Timothy B. Armstrong, 2017.
"
**Unbiased instrumental variables estimation under known first‐stage sign**," Quantitative Economics, Econometric Society, vol. 8(2), pages 479-503, July.- Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R5, Cowles Foundation for Research in Economics, Yale University, revised Nov 2016. - Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R2, Cowles Foundation for Research in Economics, Yale University, revised Sep 2015. - Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2015. - Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984, Cowles Foundation for Research in Economics, Yale University. - Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R3, Cowles Foundation for Research in Economics, Yale University, revised Oct 2015. - Isaiah Andrews & Timothy B. Armstrong, 2015.
"
**Unbiased Instrumental Variables Estimation under Known First-Stage Sign**," Cowles Foundation Discussion Papers 1984R4, Cowles Foundation for Research in Economics, Yale University, revised Apr 2016.

- Isaiah Andrews & Timothy B. Armstrong, 2015.
"
- 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. - 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.
"
- Moreira, Humberto & Moreira, Marcelo J., 2019.
"
**Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors**," Journal of Econometrics, Elsevier, vol. 213(2), pages 398-433.- Moreira, Humberto Ataíde & Moreira, Marcelo J., 2015.
"
**Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors**," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 764, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil). - Humberto Moreira & Marcelo Moreira, 2016.
"
**Optimal two-sided tests for instrumental variables regression with heteroskedastic and autocorrelated errors**," CeMMAP working papers CWP25/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Moreira, Humberto Ataíde & Moreira, Marcelo J., 2015.
"
- Philipp Ketz & Adam Mccloskey, 2021.
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**Short and Simple Confidence Intervals when the Directions of Some Effects are Known**," Working Papers hal-03388199, HAL.- Philipp Ketz & Adam Mccloskey, 2024.
"
**Short and Simple Confidence Intervals When the Directions of Some Effects Are Known**," PSE-Ecole d'économie de Paris (Postprint) halshs-04630222, HAL. - Philipp Ketz & Adam Mccloskey, 2022.
"
**Short and Simple Confidence Intervals when the Directions of Some Effects are Known**," Post-Print halshs-03957242, HAL. - Philipp Ketz & Adam Mccloskey, 2022.
"
**Short and Simple Confidence Intervals when the Directions of Some Effects are Known**," PSE-Ecole d'économie de Paris (Postprint) halshs-03957242, HAL. - Philipp Ketz & Adam McCloskey, 2021.
"
**Short and Simple Confidence Intervals when the Directions of Some Effects are Known**," Papers 2109.08222, arXiv.org. - Philipp Ketz & Adam Mccloskey, 2024.
"
**Short and Simple Confidence Intervals When the Directions of Some Effects Are Known**," Post-Print halshs-04630222, HAL.

- Philipp Ketz & Adam Mccloskey, 2024.
"
- Moreira, Marcelo J. & Mourão, Rafael & Moreira, Humberto Ataíde, 2016.
"
**A critical value function approach, with an application to persistent time-series**," FGV EPGE Economics Working Papers (Ensaios Economicos da EPGE) 778, EPGE Brazilian School of Economics and Finance - FGV EPGE (Brazil).- Marcelo Moreira & Rafael Mourão & Humberto Moreira, 2016.
"
**A critical value function approach, with an application to persistent time-series**," CeMMAP working papers CWP24/16, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.

- Marcelo Moreira & Rafael Mourão & Humberto Moreira, 2016.
"
- David M. Kaplan, 2015.
"
**Bayesian and frequentist tests of sign equality and other nonlinear inequalities**," Working Papers 1516, Department of Economics, University of Missouri.- David M. Kaplan & Longhao Zhuo, 2017.
"
**Frequentist size of Bayesian inequality tests**," Working Papers 1709, Department of Economics, University of Missouri, revised 14 Jul 2019. - David M. Kaplan & Longhao Zhuo, 2018.
"
**Frequentist size of Bayesian inequality tests**," Working Papers 1802, Department of Economics, University of Missouri, revised 14 Jul 2019. - David M. Kaplan & Longhao Zhuo, 2019.
"
**Frequentist properties of Bayesian inequality tests**," Working Papers 1910, Department of Economics, University of Missouri.

- David M. Kaplan & Longhao Zhuo, 2017.
"
- Donald W. K. Andrews & Patrik Guggenberger, 2015.
"
**Identification- and Singularity-Robust Inference for Moment Condition**," Cowles Foundation Discussion Papers 1978, Cowles Foundation for Research in Economics, Yale University.- Donald W. K. Andrews & Patrik Guggenberger, 2015.
"
**Identification- and Singularity-Robust Inference for Moment Condition**," Cowles Foundation Discussion Papers 1978R2, Cowles Foundation for Research in Economics, Yale University, revised Jan 2019. - Donald W. K. Andrews & Patrik Guggenberger, 2015.
"
**Identification- and Singularity-Robust Inference for Moment Condition**," Cowles Foundation Discussion Papers 1978R, Cowles Foundation for Research in Economics, Yale University, revised Oct 2018.

- Donald W. K. Andrews & Patrik Guggenberger, 2015.
"
- Mills, Benjamin & Moreira, Marcelo J. & Vilela, Lucas P., 2014.
"
**Tests based on t-statistics for IV regression with weak instruments**," Journal of Econometrics, Elsevier, vol. 182(2), pages 351-363. - Donald W.K. Andrews, 2011.
"
**Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power**," Cowles Foundation Discussion Papers 1815, Cowles Foundation for Research in Economics, Yale University.- Donald W.K. Andrews, 2011.
"
**Similar-on-the-Boundary Tests for Moment Inequalities Exist, But Have Poor Power**," Cowles Foundation Discussion Papers 1815R, Cowles Foundation for Research in Economics, Yale University, revised Mar 2012.

- Donald W.K. Andrews, 2011.
"

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## More about this item

### NEP fields

This paper has been announced in the following NEP Reports:- NEP-ECM-2013-11-09 (Econometrics)

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