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...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों:	Van de Sijpe, N, Windmeijer, F
स्वरूप:	Journal article
भाषा:	English
प्रकाशित:	Elsevier 2022

समान संसाधन

The robust F-statistic as a test for weak instruments
द्वारा: Windmeijer, F
प्रकाशित: (2025)

Adams Conditioning and Likelihood Ratio Transfer Mediated Inference
द्वारा: Jan A. Bergstra
प्रकाशित: (2019-09-01)

On the instrumental variable estimation with many weak and invalid instruments
द्वारा: Lin, Y, और अन्य
प्रकाशित: (2024)

Maximum Likelihood Inference in Weakly Identified DSGE Models
द्वारा: Andrews, Isaiah, और अन्य
प्रकाशित: (2012)

Inference with Many Weak Instruments
द्वारा: Mikusheva, Anna, और अन्य
प्रकाशित: (2022)

Weak instrument robust tests and the new Keynesian Phillips curve
द्वारा: Mavroeidis, S, और अन्य
प्रकाशित: (2009)

Robust Field-level Likelihood-free Inference with Galaxies
द्वारा: Natalí S. M. de Santi, और अन्य
प्रकाशित: (2023-01-01)

GMM with Many Weak Moment Conditions
द्वारा: Newey, Whitney K., और अन्य
प्रकाशित: (2010)

The Laplace Likelihood Ratio Test for Heteroscedasticity
द्वारा: J. Martin van Zyl
प्रकाशित: (2011-01-01)

Robust DFT‐based generalised likelihood ratio test for underwater tone detection
द्वारा: Yi‐lin Wang, और अन्य
प्रकाशित: (2017-12-01)

Weak instrument robust tests in GMM and the new Keynesian Phillips curve.
द्वारा: Kleibergen, F, और अन्य
प्रकाशित: (2009)

Discrete Power Distributions and Inference Using Likelihood
द्वारा: Andrea Pallini
प्रकाशित: (2019-03-01)

Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
द्वारा: Andrews, Isaiah Smith, और अन्य
प्रकाशित: (2016)

Inference for the Sharpe Ratio Using a Likelihood-Based Approach
द्वारा: Ying Liu, और अन्य
प्रकाशित: (2012-01-01)

Reliable Inference for GMM Estimators? Finite Sample Properties of Alternative Test Procedures in Linear Panel Data Models.
द्वारा: Bond, S, और अन्य
प्रकाशित: (2005)

Power functions of the general maximum likelihood ratio tests for nonlinear hypotheses /
द्वारा: 357117 Pooi, A. H.
प्रकाशित: (1978)

The Likelihood Ratio Test of Common Factors under Non-Ideal Conditions
द्वारा: Ana M. Angulo, और अन्य
प्रकाशित: (2011-01-01)

The Likelihood Ratio Test of Common Factors under Non-Ideal Conditions
द्वारा: Ana M. Angulo, और अन्य
प्रकाशित: (2011-01-01)

Diagnostic tests 4: likelihood ratios.
द्वारा: Deeks, J, और अन्य
प्रकाशित: (2004)

The Geometry of Generalized Likelihood Ratio Test
द्वारा: Yongqiang Cheng, और अन्य
प्रकाशित: (2022-12-01)

Likelihood-based inference for the power half-normal distribution
द्वारा: Yolanda M. Gómez, और अन्य
प्रकाशित: (2015-11-01)

Comment on "Weak instrument robust tests in GMM and the new Keynesian Phillips curve"
द्वारा: Mikusheva, Anna
प्रकाशित: (2010)

Robust confidence sets in the presence of weak instruments
द्वारा: Mikusheva, Anna
प्रकाशित: (2011)

Robust confidence sets in the presence of weak instruments
द्वारा: Mikusheva, Anna
प्रकाशित: (2011)

In all likelihood : statistical modelling and inference using likelihood /
द्वारा: 324497 Pawitan, Yudi
प्रकाशित: (2001)

Making sense of diagnostic tests likelihood ratios.
द्वारा: Perera, R, और अन्य
प्रकाशित: (2006)

Making sense of diagnostic test likelihood ratios.
द्वारा: Perera, R, और अन्य
प्रकाशित: (2007)

Likelihood Ratio Testing under Measurement Errors
द्वारा: Michel Broniatowski, और अन्य
प्रकाशित: (2018-12-01)

Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
द्वारा: Cuixin Peng, और अन्य
प्रकाशित: (2021-03-01)

A conditional linear combination test with many weak instruments
द्वारा: Lim, Dennis, और अन्य
प्रकाशित: (2024)

Statistical inference : based on the likelihood /
द्वारा: 399886 Azzalini, Adelchi
प्रकाशित: (1996)

Survey on Statistical Inferences in Weakly-Identified Instrumental Variable Models
द्वारा: Mikusheva, Anna
प्रकाशित: (2015)

Finite Sample Inference for GMM Estimators in Linear Panel Data Models.
द्वारा: Bond, S, और अन्य
प्रकाशित: (2002)

Amortised likelihood-free inference for expensive time-series simulators with signatured ratio estimation
द्वारा: Dyer, J, और अन्य
प्रकाशित: (2022)

Discrete Likelihood Ratio Order for Power Series Distribution
द्वारा: NARJES AMELI, और अन्य
प्रकाशित: (2014-06-01)

On the Distribution of Likelihood Ratio Test Statistics for Cointegration Rank.
द्वारा: Nielsen, B
प्रकाशित: (2004)

Understanding likelihood ratios
द्वारा: Sourabh Singh, और अन्य
प्रकाशित: (2012-01-01)

Criterion-based inference for GMM in autoregressive panel-data models.
द्वारा: Bond, S, और अन्य
प्रकाशित: (2001)

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.
द्वारा: Bond, S, और अन्य
प्रकाशित: (2001)

Criterion-based inference for GMM in autoregressive panel-data models.
द्वारा: Bond, S, और अन्य
प्रकाशित: (2001)