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...

Полное описание

Библиографические подробности
Главные авторы:	Van de Sijpe, N, Windmeijer, F
Формат:	Journal article
Язык:	English
Опубликовано:	Elsevier 2022

Схожие документы

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

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

On the instrumental variable estimation with many weak and invalid instruments
по: Lin, Y, и др.
Опубликовано: (2024)

Maximum Likelihood Inference in Weakly Identified DSGE Models
по: Andrews, Isaiah, и др.
Опубликовано: (2012)

Inference with Many Weak Instruments
по: Mikusheva, Anna, и др.
Опубликовано: (2022)

Weak instrument robust tests and the new Keynesian Phillips curve
по: Mavroeidis, S, и др.
Опубликовано: (2009)

Robust Field-level Likelihood-free Inference with Galaxies
по: Natalí S. M. de Santi, и др.
Опубликовано: (2023-01-01)

GMM with Many Weak Moment Conditions
по: Newey, Whitney K., и др.
Опубликовано: (2010)

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

Robust DFT‐based generalised likelihood ratio test for underwater tone detection
по: Yi‐lin Wang, и др.
Опубликовано: (2017-12-01)

Weak instrument robust tests in GMM and the new Keynesian Phillips curve.
по: Kleibergen, F, и др.
Опубликовано: (2009)

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

Maximum likelihood inference in weakly identified dynamic stochastic general equilibrium models
по: Andrews, Isaiah Smith, и др.
Опубликовано: (2016)

Inference for the Sharpe Ratio Using a Likelihood-Based Approach
по: Ying Liu, и др.
Опубликовано: (2012-01-01)

Reliable Inference for GMM Estimators? Finite Sample Properties of Alternative Test Procedures in Linear Panel Data Models.
по: Bond, S, и др.
Опубликовано: (2005)

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

The Likelihood Ratio Test of Common Factors under Non-Ideal Conditions
по: Ana M. Angulo, и др.
Опубликовано: (2011-01-01)

The Likelihood Ratio Test of Common Factors under Non-Ideal Conditions
по: Ana M. Angulo, и др.
Опубликовано: (2011-01-01)

Diagnostic tests 4: likelihood ratios.
по: Deeks, J, и др.
Опубликовано: (2004)

The Geometry of Generalized Likelihood Ratio Test
по: Yongqiang Cheng, и др.
Опубликовано: (2022-12-01)

Likelihood-based inference for the power half-normal distribution
по: Yolanda M. Gómez, и др.
Опубликовано: (2015-11-01)

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

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

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

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

Making sense of diagnostic tests likelihood ratios.
по: Perera, R, и др.
Опубликовано: (2006)

Making sense of diagnostic test likelihood ratios.
по: Perera, R, и др.
Опубликовано: (2007)

Likelihood Ratio Testing under Measurement Errors
по: Michel Broniatowski, и др.
Опубликовано: (2018-12-01)

Empirical likelihood inference for threshold autoregressive conditional heteroscedasticity model
по: Cuixin Peng, и др.
Опубликовано: (2021-03-01)

A conditional linear combination test with many weak instruments
по: Lim, Dennis, и др.
Опубликовано: (2024)

Statistical inference : based on the likelihood /
по: 399886 Azzalini, Adelchi
Опубликовано: (1996)

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

Finite Sample Inference for GMM Estimators in Linear Panel Data Models.
по: Bond, S, и др.
Опубликовано: (2002)

Amortised likelihood-free inference for expensive time-series simulators with signatured ratio estimation
по: Dyer, J, и др.
Опубликовано: (2022)

Discrete Likelihood Ratio Order for Power Series Distribution
по: NARJES AMELI, и др.
Опубликовано: (2014-06-01)

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

Understanding likelihood ratios
по: Sourabh Singh, и др.
Опубликовано: (2012-01-01)

Criterion-based inference for GMM in autoregressive panel-data models.
по: Bond, S, и др.
Опубликовано: (2001)

Criterion-Based Inference for GMM in Autoregressive Panel Data Models.
по: Bond, S, и др.
Опубликовано: (2001)

Criterion-based inference for GMM in autoregressive panel-data models.
по: Bond, S, и др.
Опубликовано: (2001)