Testing the fit of data and external sets via an imprecise Sargan-Hansen test. (English) Zbl 07885904
MSC:
68T37
Found 112 Documents (Results 1–100)
Experimental evidence on the relationship between perceived ambiguity and likelihood insensitivity. (English) Zbl 07874126
Sequentially estimating the structural equation by power transformation. (English) Zbl 07852004
MSC:
62P20
Testing underidentification in linear models, with applications to dynamic panel and asset pricing models. (English) Zbl 07822335
European funds and regional convergence: from the european context to the Italian scenario. (English) Zbl 07921415
Brentari, Eugenio (ed.) et al., Models for data analysis. SIS 2018. Selected papers based on the presentations at the 49th scientific meeting of the Italian Statistical Society, Palermo, Italy, June 20–22, 2018. Cham: Springer. Springer Proc. Math. Stat. 402, 241-258 (2023).
MSC:
62-XX
Instrumental variables in structural equation modelling: an application on the impact of labour factors on health and standard of livings. (English) Zbl 07777992
MSC:
62-XX
Two robust tools for inference about causal effects with invalid instruments. (English) Zbl 1520.62245
MSC:
62P10
A unified model-implied instrumental variable approach for structural equation modeling with mixed variables. (English) Zbl 1477.62343
MSC:
62P15
Estimating structural equation models using James-Stein type shrinkage estimators. (English) Zbl 1476.62242
Instrument approval by the Sargan test and its consequences for coefficient estimation. (English) Zbl 1469.62211
Different shades of risk: mortality trends implied by term insurance prices. (English) Zbl 1467.91140
Reviewer: Hanspeter Schmidli (Köln)
Instrumental variable estimation of factor models with possibly many variables. (English) Zbl 07551081
On the use of the Lasso for instrumental variables estimation with some invalid instruments. (English) Zbl 1428.62167
A Hausman test for the presence of market microstructure noise in high frequency data. (English) Zbl 1452.62873
The role of foreign direct investment and labor productivity in explaining Croatian regional export dynamics. (English) Zbl 07073960
MSC:
90Bxx
Identification and estimation using heteroscedasticity without instruments: the binary endogenous regressor case. (English) Zbl 1401.62110
Spurious inference in reduced-rank asset-pricing models. (English) Zbl 1420.91104
MSC:
91B25
62P20
Discriminating between (in)valid external instruments and (in)valid exclusion restrictions. (English) Zbl 1400.62323
Bias correction through filtering omitted variables and instruments. (English) Zbl 1514.62436
MSC:
62-XX
International mobility of capital in the United States: robust evidence from time-series tests. (English) Zbl 1462.62736
Optimal bandwidth selection for robust generalized method of moments estimation. (English) Zbl 1441.62904
A simple omnibus overidentification specification test for time series econometric models. (English) Zbl 1442.62737
Select the valid and relevant moments: an information-based Lasso for GMM with many moments. (English) Zbl 1331.62459
Consolidation of the Haavelmo-Cowles commission research program. (English) Zbl 1441.62847
MSC:
62P20
Misspecification testing: non-invariance of expectations models of inflation. (English) Zbl 1491.62192
Minimum distance estimation of the errors-in-variables model using linear cumulant equations. (English) Zbl 1312.62086
Testing overidentifying restrictions with many instruments and heteroskedasticity. (English) Zbl 1293.62122
Model-implied instrumental variable-generalized method of moments (MIIV-GMM) estimators for latent variable models. (English) Zbl 1284.62690
MSC:
62P15
A natural robustification of the ordinary instrumental variables estimator. (English) Zbl 1418.62095
Underidentification? (English) Zbl 1443.62424
MSC:
62P20
A note on the (in)consistency of the test of overidentifying restrictions and the concepts of true and pseudo-true parameters. (English) Zbl 1283.62032
Specification tests and tests for overidentifying restrictions in panel data models with selection. (English) Zbl 1242.91165
MSC:
91B82
Using multiple genetic variants as instrumental variables for modifiable risk factors. (English) Zbl 1242.62121
Distribution and capacity utilization: conceptual issues and empirical evidence. (English) Zbl 1241.91087
Probability distributions with summary graph structure. (English) Zbl 1245.62062
Reviewer: Ove Frank (Stockholm)
A joint test for conditional heteroscedasticity in dynamic panel data models. (English) Zbl 1220.62069
A test of cross section dependence for a linear dynamic panel model with regressors. (English) Zbl 1429.62696
A characterization of invariant tests for identification in linear structural equations. (English) Zbl 1255.62131
Instrument endogeneity and identification-robust tests: some analytical results. (English) Zbl 1144.62015
Covariance chains. (English) Zbl 1134.62031
Origins of the limited information maximum likelihood and two-stage least squares estimators. (English) Zbl 1334.62002
Structural mean models for compliance analysis in randomized clinical trials and the impact of errors on measures of exposure. (English) Zbl 1173.62337
Structural mean models for compliance analysis in randomized clinical trials and the impact of errors on measures of exposure. (English) Zbl 1122.62351
MSC:
62P10
Family planning, gender differences and infant mortality: evidence from Uttar Pradesh, India. (English) Zbl 1032.91713
On testing overidentifying restrictions in dynamic panel data models. (English) Zbl 1027.91062
MSC:
91B82
Recentered and rescaled instrumental variable estimation of Tobit and probit models with errors in variables. (English) Zbl 1044.62121
Testing multiple equation systems for common nonlinear components. (English) Zbl 0924.62089
Reviewer: V.Parkhomenko (Warszawa)
Fully modified IV, GIVE and GMM estimation with possibly non-stationary regressors and instruments. (English) Zbl 1043.62530
Estimation in choice-based sampling with measurement error and bootstrap analysis. (English) Zbl 0873.62130
Instrumental variables estimation in errors-in-variables models when instruments are correlated with errors. (English) Zbl 0747.62114
A unified approach to estimation and orthogonality tests in linear single-equation econometric models. (English) Zbl 0712.62103
Reviewer: G.Hasenkamp
MSC:
62P20
Using instrumental variables for selecting the order of ARMA models. (English) Zbl 0696.62351
MSC:
62M10
Econometric approaches to the specification of life-cycle labour supply and commodity demand behaviour. (English) Zbl 0726.62182
MSC:
62P20
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