On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference

On the power of the conditional likelihood ratio and related tests for weak-instrument robust inference

Power curves of the Conditional Likelihood Ratio (CLR) and related tests for testing H0:β = β0 in linear models with a single endogenous variable, y = xβ+u, estimated using potentially weak instrumental variables have been presented for two different designs. One design keeps the variance matrix of...

Cur síos iomlán

Sonraí bibleagrafaíochta
Príomhchruthaitheoirí:	Van de Sijpe, N, Windmeijer, F
Formáid:	Journal article
Teanga:	English
Foilsithe / Cruthaithe:	Elsevier 2022

Míreanna comhchosúla

The robust F-statistic as a test for weak instruments
de réir: Windmeijer, F
Foilsithe / Cruthaithe: (2025)

Inference with Many Weak Instruments
de réir: Mikusheva, Anna, et al.
Foilsithe / Cruthaithe: (2022)

Maximum Likelihood Inference in Weakly Identified DSGE Models
de réir: Andrews, Isaiah, et al.
Foilsithe / Cruthaithe: (2012)

On the instrumental variable estimation with many weak and invalid instruments
de réir: Lin, Y, et al.
Foilsithe / Cruthaithe: (2024)

Weak instrument robust tests and the new Keynesian Phillips curve
de réir: Mavroeidis, S, et al.
Foilsithe / Cruthaithe: (2009)

GMM with Many Weak Moment Conditions
de réir: Newey, Whitney K., et al.
Foilsithe / Cruthaithe: (2010)

Diagnostic tests 4: likelihood ratios.
de réir: Deeks, J, et al.
Foilsithe / Cruthaithe: (2004)

Weak instrument robust tests in GMM and the new Keynesian Phillips curve.
de réir: Kleibergen, F, et al.
Foilsithe / Cruthaithe: (2009)

Power functions of the general maximum likelihood ratio tests for nonlinear hypotheses /
de réir: 357117 Pooi, A. H.
Foilsithe / Cruthaithe: (1978)

A conditional linear combination test with many weak instruments
de réir: Lim, Dennis, et al.
Foilsithe / Cruthaithe: (2024)

Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
de réir: Andrews, Isaiah Smith, et al.
Foilsithe / Cruthaithe: (2016)

Making sense of diagnostic test likelihood ratios.
de réir: Perera, R, et al.
Foilsithe / Cruthaithe: (2007)

Making sense of diagnostic tests likelihood ratios.
de réir: Perera, R, et al.
Foilsithe / Cruthaithe: (2006)

Robust confidence sets in the presence of weak instruments
de réir: Mikusheva, Anna
Foilsithe / Cruthaithe: (2011)

Robust confidence sets in the presence of weak instruments
de réir: Mikusheva, Anna
Foilsithe / Cruthaithe: (2011)

Comment on "Weak instrument robust tests in GMM and the new Keynesian Phillips curve"
de réir: Mikusheva, Anna
Foilsithe / Cruthaithe: (2010)

On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank.
de réir: Nielsen, B
Foilsithe / Cruthaithe: (2004)

Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models
de réir: Mikusheva, Anna
Foilsithe / Cruthaithe: (2015)

In all likelihood : statistical modelling and inference using likelihood /
de réir: 324497 Pawitan, Yudi
Foilsithe / Cruthaithe: (2001)

The likelihood ratio test for rank in bivariate canonical correlation analysis.
de réir: Nielsen, B
Foilsithe / Cruthaithe: (1999)

Amortised likelihood-free inference for expensive time-series simulators with signatured ratio estimation
de réir: Dyer, J, et al.
Foilsithe / Cruthaithe: (2022)

Extremal properties of likelihood-ratio quantizers
Foilsithe / Cruthaithe: (2003)

Bounds for the asymptotic distribution of the likelihood ratio
de réir: Anastasiou, A, et al.
Foilsithe / Cruthaithe: (2020)

Weak Identification in Maximum Likelihood: A Question of Information
de réir: Andrews, Isaiah, et al.
Foilsithe / Cruthaithe: (2015)

Reliable Inference for GMM Estimators? Finite Sample Properties of Alternative Test Procedures in Linear Panel Data Models.
de réir: Bond, S, et al.
Foilsithe / Cruthaithe: (2005)

Likelihood based inference for diffusion driven models.
de réir: Chib, S, et al.
Foilsithe / Cruthaithe: (2004)

Likelihood Inference for Discretely Observed Nonlinear Diffusions.
de réir: Elerain, O, et al.
Foilsithe / Cruthaithe: (2001)

Stochastic volatility with leverage: fast likelihood inference.
de réir: Omori, Y, et al.
Foilsithe / Cruthaithe: (2004)

Likelihood inference in nearest-neighbour classification models
de réir: Holmes, C, et al.
Foilsithe / Cruthaithe: (2003)

Likelihood analysis of the binary instrumental variable model
de réir: Ramsahai, R, et al.
Foilsithe / Cruthaithe: (2011)

Conditional quasi-likelihood inference for mean residual life regression with clustered failure time data
de réir: Huang, Rui, et al.
Foilsithe / Cruthaithe: (2024)

Planck 2015 results: XI. CMB power spectra, likelihoods, and robustness of parameters
de réir: Aghanim, N, et al.
Foilsithe / Cruthaithe: (2016)

The asymptotic distribution of likelihood ratio test statistics for cointegration in unstable vector autoregressive processes.
de réir: Nielsen, B
Foilsithe / Cruthaithe: (2000)

Likelihood inference for some non-regular econometric models
de réir: Chernozhukov, Victor, et al.
Foilsithe / Cruthaithe: (2011)

Simulation-Based Likelihood Inference for Limited Dependent Processes.
de réir: Manrique, A, et al.
Foilsithe / Cruthaithe: (1998)

Likelihood inference for Discretely Observed Non-linear Diffusions.
de réir: Elerian, O, et al.
Foilsithe / Cruthaithe: (1998)

Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models.
de réir: Kim, S, et al.
Foilsithe / Cruthaithe: (2005)

Likelihood inference for discretely observed non-linear diffusions
de réir: Elerian, O, et al.
Foilsithe / Cruthaithe: (2001)

Likelihood inference for discretely observed non-linear diffusions.
de réir: Elerian, O, et al.
Foilsithe / Cruthaithe: (2001)

Stochastic volatility: likelihood inference and comparison with ARCH models.
de réir: Kim, S, et al.
Foilsithe / Cruthaithe: (1994)