Contributions to the Theory of Optimal Tests
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Citations
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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.
- 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.
- 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.
- Philipp Ketz & Adam Mccloskey, 2021.
"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.
- 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.
- 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.
- 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.
- 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.
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